+1,675.3%
HD vs FTNT
+9,093.5%
-7,418.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -2.1% | -5.8% | +3.8% | -1.1% |
| 30D | -8.4% | -4.8% | -3.6% | -7.9% |
| 3M | +4.3% | +4.4% | -0.1% | +3.0% |
| 6M | -11.1% | +88.8% | -99.9% | -21.6% |
| YTD | -4.7% | +96.8% | -101.5% | -16.7% |
| 1Y | -19.8% | +104.5% | -124.3% | -30.5% |
| 3Y | +4.1% | +156.8% | -152.7% | -16.3% |
| 5Y | +10.3% | +144.1% | -133.7% | -13.9% |
| 10Y | +203.2% | +2,021.8% | -1,818.6% | +60.5% |
| All | +1,675.3% | +9,093.5% | -7,418.2% | +637.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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