+135.8%
HOOD vs FTNT
+78.7%
+57.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -5.1% | -3.5% | -1.5% | -3.4% |
| 30D | -25.4% | -36.5% | +11.2% | -10.0% |
| 3M | -14.0% | -24.7% | +10.8% | -4.8% |
| 6M | +5.6% | +8.3% | -2.7% | -1.6% |
| YTD | -28.1% | +55.6% | -83.7% | -44.5% |
| 1Y | -40.1% | +50.2% | -90.3% | -53.1% |
| 3Y | +888.2% | +143.2% | +745.1% | +520.4% |
| 5Y | +135.8% | +85.5% | +50.4% | +43.5% |
| All | +135.8% | +78.7% | +57.1% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling