+1.6%
HYG vs FTNT
+49.6%
-48.0%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -0.1% | -25.7% | +25.6% | +0.2% |
| 30D | +0.7% | -29.7% | +30.4% | +1.1% |
| 3M | -2.0% | -23.1% | +21.1% | -1.7% |
| 6M | -0.9% | +45.0% | -45.9% | -1.2% |
| YTD | +0.1% | +62.9% | -62.9% | -0.6% |
| 1Y | +1.6% | +51.8% | -50.2% | +1.2% |
| All | +1.6% | +49.6% | -48.0% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling