+142.0%
HYG vs FTNT
+9,244.1%
-9,102.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -0.7% | +1.6% | -2.3% | -0.9% |
| 30D | -0.6% | -1.9% | +1.3% | -0.5% |
| 3M | +0.4% | +14.4% | -14.0% | -0.7% |
| 6M | +1.2% | +88.7% | -87.4% | -3.7% |
| YTD | +1.5% | +100.0% | -98.6% | -4.0% |
| 1Y | +3.2% | +99.9% | -96.7% | -2.5% |
| 3Y | +25.9% | +147.9% | -122.0% | +15.6% |
| 5Y | +18.6% | +155.8% | -137.2% | +6.6% |
| 10Y | +55.8% | +2,121.1% | -2,065.3% | +17.8% |
| All | +142.0% | +9,244.1% | -9,102.1% | +58.8% |
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