+1,947.1%
FTNT vs HAS
+99.1%
+1,848.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +1.7% |
| 7D | +5.7% | +1.6% | +4.1% | +5.3% |
| 30D | -32.1% | +26.6% | -58.7% | -36.8% |
| 3M | -19.5% | +29.0% | -48.4% | -25.6% |
| 6M | +13.8% | +30.6% | -16.8% | +3.9% |
| YTD | +63.1% | +51.5% | +11.6% | +41.0% |
| 1Y | +57.7% | +58.5% | -0.8% | +34.1% |
| 3Y | +154.9% | +214.1% | -59.2% | +67.6% |
| 5Y | +89.3% | +50.2% | +39.1% | +58.3% |
| All | +1,947.1% | +99.1% | +1,848.0% | +1,370.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling