-14.2%
FSLY vs FHN
+131.8%
-145.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -10.6% | +1.2% | -11.8% | -10.9% |
| 30D | -20.9% | -4.7% | -16.2% | -19.6% |
| 3M | +3.4% | +3.5% | -0.1% | +2.5% |
| 6M | +2.7% | +7.8% | -5.1% | +1.4% |
| YTD | +102.3% | +5.9% | +96.4% | +99.7% |
| 1Y | +182.1% | +12.5% | +169.6% | +172.7% |
| 3Y | -14.6% | +117.2% | -131.8% | -30.4% |
| 5Y | -55.9% | +86.5% | -142.4% | -63.1% |
| All | -14.2% | +131.8% | -145.9% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling