+48.8%
FTNT vs HAS
+61.8%
-12.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.2% |
| 7D | -3.0% | +2.2% | -5.1% | -2.8% |
| 30D | -37.1% | +29.6% | -66.7% | -35.4% |
| 3M | -23.3% | +30.3% | -53.6% | -21.2% |
| 6M | +7.4% | +25.6% | -18.2% | +10.8% |
| YTD | +54.2% | +50.8% | +3.4% | +63.4% |
| All | +48.8% | +61.8% | -12.9% | +59.0% |
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