+75.4%
FTNT vs THC
+262.3%
-186.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.6% |
| 7D | -3.0% | +7.5% | -10.4% | -4.5% |
| 30D | -37.1% | +9.6% | -46.7% | -38.4% |
| 3M | -23.3% | +10.3% | -33.5% | -25.1% |
| 6M | +7.4% | +51.8% | -44.4% | -3.5% |
| YTD | +54.2% | +45.4% | +8.8% | +38.6% |
| 1Y | +49.7% | +40.8% | +8.9% | +35.4% |
| 3Y | +146.6% | +448.8% | -302.2% | +39.1% |
| 5Y | +75.4% | +263.4% | -188.0% | +16.2% |
| All | +75.4% | +262.3% | -186.9% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling