+2,072.5%
FTNT vs FHN
+128.3%
+1,944.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.1% | -1.2% | +1.1% | +0.1% |
| 30D | -3.0% | -4.8% | +1.8% | -2.0% |
| 3M | +7.6% | -0.7% | +8.3% | +7.7% |
| 6M | +87.0% | +10.6% | +76.3% | +82.5% |
| YTD | +96.5% | +4.6% | +91.9% | +93.8% |
| 1Y | +92.9% | +11.4% | +81.6% | +87.2% |
| 3Y | +139.8% | +132.3% | +7.6% | +98.9% |
| 5Y | +151.3% | +90.2% | +61.2% | +108.8% |
| All | +2,072.5% | +128.3% | +1,944.1% | +1,483.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling