+69.2%
FTNT vs HAS
+50.4%
+18.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -12.7% | -0.2% | -12.5% | -12.6% |
| 30D | -37.2% | +31.0% | -68.2% | -41.9% |
| 3M | -25.8% | +30.7% | -56.4% | -31.4% |
| 6M | +32.1% | +23.9% | +8.2% | +23.3% |
| YTD | +49.7% | +48.3% | +1.3% | +30.3% |
| 1Y | +47.6% | +60.2% | -12.7% | +24.8% |
| 3Y | +137.2% | +189.2% | -52.0% | +53.4% |
| All | +69.2% | +50.4% | +18.8% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling