+51.8%
FTNT vs USHY
+1.9%
+50.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.3% |
| 7D | -25.7% | -0.2% | -25.5% | -25.4% |
| 30D | -29.7% | +0.7% | -30.4% | -30.3% |
| 3M | -23.1% | -2.2% | -20.9% | -20.5% |
| 6M | +45.0% | -0.9% | +45.8% | +47.0% |
| YTD | +62.9% | +0.2% | +62.8% | +61.0% |
| 1Y | +51.8% | +1.7% | +50.1% | +42.6% |
| All | +51.8% | +1.9% | +50.0% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling