+51.8%
FTNT vs THC
+46.1%
+5.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.6% | -8.6% | +1.2% |
| 7D | -25.7% | +8.8% | -34.5% | -25.5% |
| 30D | -29.7% | +12.6% | -42.4% | -29.5% |
| 3M | -23.1% | +15.4% | -38.5% | -22.8% |
| 6M | +45.0% | +57.7% | -12.7% | +45.4% |
| YTD | +62.9% | +47.1% | +15.9% | +62.5% |
| 1Y | +51.8% | +40.7% | +11.1% | +52.6% |
| All | +51.8% | +46.1% | +5.7% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling