+9,303.7%
FTNT vs THC
+1,113.6%
+8,190.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -5.8% | -0.7% | -5.2% | -5.7% |
| 30D | -4.8% | +1.3% | -6.0% | -5.0% |
| 3M | +4.4% | +64.2% | -59.8% | -4.3% |
| 6M | +88.8% | +8.3% | +80.5% | +84.6% |
| YTD | +96.8% | +33.4% | +63.4% | +85.2% |
| 1Y | +104.5% | +37.7% | +66.8% | +90.8% |
| 3Y | +156.8% | +236.8% | -80.0% | +101.4% |
| 5Y | +144.1% | +249.3% | -105.2% | +86.1% |
| 10Y | +2,021.8% | +995.2% | +1,026.5% | +1,104.4% |
| All | +9,303.7% | +1,113.6% | +8,190.1% | +4,844.4% |
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