+7,268.8%
FTNT vs THC
+1,223.3%
+6,045.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.7% |
| 7D | -3.0% | +7.5% | -10.4% | -4.1% |
| 30D | -37.1% | +9.6% | -46.7% | -38.1% |
| 3M | -23.3% | +10.3% | -33.5% | -24.7% |
| 6M | +7.4% | +51.8% | -44.4% | -0.6% |
| YTD | +54.2% | +45.4% | +8.8% | +42.9% |
| 1Y | +49.7% | +40.8% | +8.9% | +39.3% |
| 3Y | +146.6% | +448.8% | -302.2% | +78.5% |
| 5Y | +75.4% | +263.4% | -188.0% | +32.8% |
| 10Y | +1,828.7% | +1,800.1% | +28.6% | +912.4% |
| All | +7,268.8% | +1,223.3% | +6,045.6% | +3,713.8% |
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 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