+231.1%
HOOD vs FTNT
+188.7%
+42.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +7.7% | +1.7% | +6.0% | +6.9% |
| 30D | +22.0% | -4.3% | +26.2% | +24.0% |
| 3M | +37.6% | +13.6% | +24.0% | +28.7% |
| 6M | +45.3% | +87.6% | -42.3% | +4.2% |
| YTD | +1.9% | +98.0% | -96.1% | -28.9% |
| 1Y | -2.7% | +96.9% | -99.6% | -31.6% |
| 3Y | +973.4% | +145.4% | +828.0% | +563.9% |
| 5Y | +179.3% | +153.0% | +26.3% | +42.9% |
| All | +231.1% | +188.7% | +42.4% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling