+179.3%
HOOD vs FTNT
+154.2%
+25.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +7.7% | +1.7% | +6.0% | +7.0% |
| 30D | +22.0% | -4.3% | +26.2% | +23.9% |
| 3M | +37.6% | +13.6% | +24.0% | +29.1% |
| 6M | +45.3% | +87.6% | -42.3% | +5.8% |
| YTD | +1.9% | +98.0% | -96.1% | -27.6% |
| 1Y | -2.7% | +96.9% | -99.6% | -30.4% |
| 3Y | +973.4% | +145.4% | +828.0% | +584.6% |
| 5Y | +179.3% | +153.0% | +26.3% | +57.7% |
| All | +179.3% | +154.2% | +25.0% | +57.7% |
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