+7,554.6%
FTNT vs FHN
+188.9%
+7,365.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +7.1% | +2.1% | +4.9% | +6.5% |
| 30D | -30.9% | +3.8% | -34.7% | -31.6% |
| 3M | -23.1% | -8.9% | -14.2% | -21.4% |
| 6M | +8.1% | +1.8% | +6.3% | +7.2% |
| YTD | +60.2% | +0.6% | +59.6% | +58.6% |
| 1Y | +57.0% | +12.9% | +44.1% | +50.5% |
| 3Y | +152.9% | +126.4% | +26.5% | +99.1% |
| 5Y | +85.9% | +62.3% | +23.6% | +51.3% |
| 10Y | +1,896.5% | +84.0% | +1,812.6% | +1,310.6% |
| All | +7,554.6% | +188.9% | +7,365.7% | +4,208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling