+96.9%
FTNT vs HAS
+16.0%
+80.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +1.7% | -4.8% | +6.6% | +1.5% |
| 30D | -4.3% | -5.1% | +0.9% | -4.5% |
| 3M | +13.6% | +6.4% | +7.2% | +13.7% |
| 6M | +87.6% | -5.6% | +93.2% | +88.0% |
| YTD | +98.0% | +11.0% | +87.0% | +96.9% |
| 1Y | +96.9% | +16.8% | +80.1% | +91.9% |
| All | +96.9% | +16.0% | +80.9% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling