+7,335.0%
FTNT vs THC
+1,229.1%
+6,105.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.5% | +8.8% | -12.4% | -4.9% |
| 30D | -36.5% | +10.0% | -46.6% | -37.6% |
| 3M | -24.7% | +11.7% | -36.4% | -26.2% |
| 6M | +8.3% | +52.5% | -44.1% | +0.2% |
| YTD | +55.6% | +46.1% | +9.5% | +44.1% |
| 1Y | +50.2% | +49.1% | +1.1% | +38.4% |
| 3Y | +143.2% | +439.6% | -296.5% | +76.5% |
| 5Y | +85.5% | +263.2% | -177.7% | +40.4% |
| 10Y | +1,868.3% | +1,900.5% | -32.2% | +925.1% |
| All | +7,335.0% | +1,229.1% | +6,105.9% | +3,745.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling