+153.0%
FTNT vs FHN
+90.1%
+62.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.3% | -2.6% | -1.7% | -3.8% |
| 3M | +13.6% | 0.0% | +13.6% | +13.6% |
| 6M | +87.6% | +9.2% | +78.4% | +84.0% |
| YTD | +98.0% | +4.3% | +93.6% | +95.5% |
| 1Y | +96.9% | +10.8% | +86.2% | +91.7% |
| 3Y | +145.4% | +130.7% | +14.7% | +112.8% |
| 5Y | +153.0% | +87.4% | +65.6% | +128.6% |
| All | +153.0% | +90.1% | +62.9% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling