+146.6%
FTNT vs THC
+428.0%
-281.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.9% |
| 7D | -3.0% | +7.5% | -10.4% | -3.6% |
| 30D | -37.1% | +9.6% | -46.7% | -37.6% |
| 3M | -23.3% | +10.3% | -33.5% | -24.0% |
| 6M | +7.4% | +51.8% | -44.4% | +2.5% |
| YTD | +54.2% | +45.4% | +8.8% | +47.2% |
| 1Y | +49.7% | +40.8% | +8.9% | +43.4% |
| 3Y | +146.6% | +448.8% | -302.2% | +80.0% |
| All | +146.6% | +428.0% | -281.4% | +80.0% |
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