+250.7%
HOOD vs FTNT
+187.0%
+63.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | +17.1% | -5.8% | +23.0% | +20.4% |
| 30D | +31.6% | -4.8% | +36.4% | +34.1% |
| 3M | +38.2% | +4.4% | +33.8% | +34.6% |
| 6M | +48.5% | +88.8% | -40.2% | +6.1% |
| YTD | +8.0% | +96.8% | -88.8% | -24.4% |
| 1Y | +18.7% | +104.5% | -85.8% | -18.0% |
| 3Y | +999.1% | +156.8% | +842.3% | +564.0% |
| 5Y | +181.7% | +144.1% | +37.6% | +54.7% |
| All | +250.7% | +187.0% | +63.7% | +26.7% |
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 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