+142.9%
HOOD vs FTNT
+135.2%
+7.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +2.3% |
| 7D | -3.2% | -1.0% | -2.2% | -2.7% |
| 30D | -22.6% | -33.6% | +11.0% | -7.8% |
| 3M | -10.4% | -20.9% | +10.5% | -2.8% |
| 6M | +4.7% | +11.0% | -6.3% | -3.8% |
| YTD | -25.2% | +61.3% | -86.5% | -43.9% |
| 1Y | -35.9% | +53.1% | -89.0% | -50.7% |
| 3Y | +927.7% | +152.1% | +775.6% | +513.9% |
| 5Y | +147.5% | +90.1% | +57.4% | +50.5% |
| All | +142.9% | +135.2% | +7.7% | -6.0% |
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