+145.8%
FTNT vs THC
+253.4%
-107.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.0% |
| 7D | -2.7% | -2.6% | -0.2% | -2.4% |
| 30D | -1.4% | -1.2% | -0.2% | -1.3% |
| 3M | +10.1% | +58.9% | -48.8% | +3.9% |
| 6M | +88.2% | +9.3% | +78.9% | +86.5% |
| YTD | +98.3% | +30.4% | +67.9% | +90.7% |
| 1Y | +96.0% | +34.6% | +61.4% | +86.8% |
| 3Y | +145.8% | +246.7% | -100.9% | +98.8% |
| All | +145.8% | +253.4% | -107.6% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling