+139.8%
FTNT vs USHY
+27.0%
+112.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -0.7% | +0.5% | +1.4% |
| 30D | -3.0% | -0.7% | -2.3% | -1.4% |
| 3M | +7.6% | +0.1% | +7.5% | +7.6% |
| 6M | +87.0% | +1.8% | +85.2% | +79.6% |
| YTD | +96.5% | +1.8% | +94.8% | +88.9% |
| 1Y | +92.9% | +3.3% | +89.7% | +79.2% |
| 3Y | +139.8% | +27.0% | +112.9% | +77.8% |
| All | +139.8% | +27.0% | +112.8% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling