+148.8%
FTNT vs HAS
+13.4%
+135.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -5.8% | -1.8% | -4.0% | -5.4% |
| 30D | -4.8% | +2.3% | -7.0% | -5.5% |
| 3M | +4.4% | +10.4% | -5.9% | +0.8% |
| 6M | +88.8% | -3.2% | +92.0% | +88.4% |
| YTD | +96.8% | +15.4% | +81.4% | +84.4% |
| 1Y | +104.5% | +18.8% | +85.7% | +89.0% |
| 3Y | +156.8% | +43.9% | +112.8% | +119.0% |
| All | +148.8% | +13.4% | +135.4% | +166.8% |
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