+1,863.5%
FTNT vs USHY
+50.7%
+1,812.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.7% | 0.0% | -2.7% | -2.8% |
| 30D | -1.4% | 0.0% | -1.3% | -1.3% |
| 3M | +10.1% | +1.2% | +8.9% | +7.9% |
| 6M | +88.2% | +2.6% | +85.6% | +79.2% |
| YTD | +98.3% | +2.4% | +95.9% | +89.5% |
| 1Y | +96.0% | +4.2% | +91.7% | +81.3% |
| 3Y | +145.8% | +28.0% | +117.8% | +56.7% |
| 5Y | +154.6% | +21.8% | +132.9% | +81.5% |
| All | +1,863.5% | +50.7% | +1,812.8% | +1,006.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling