-52.4%
FSLY vs FHN
+88.9%
-141.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.9% |
| 7D | +3.5% | +2.7% | +0.8% | +2.2% |
| 30D | -6.4% | -3.1% | -3.3% | -4.9% |
| 3M | +10.9% | +2.3% | +8.5% | +10.0% |
| 6M | +6.7% | +9.7% | -3.0% | +3.7% |
| YTD | +111.1% | +4.7% | +106.4% | +107.6% |
| 1Y | +185.8% | +13.8% | +172.0% | +169.2% |
| 3Y | -6.6% | +131.6% | -138.1% | -34.6% |
| 5Y | -52.4% | +91.1% | -143.5% | -64.9% |
| All | -52.4% | +88.9% | -141.3% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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