-10.4%
FSLY vs HAS
+20.7%
-31.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +5.6% |
| 7D | +3.5% | -3.1% | +6.6% | +5.1% |
| 30D | -6.4% | -2.7% | -3.7% | -5.1% |
| 3M | +10.9% | +8.9% | +2.0% | +5.3% |
| 6M | +6.7% | -2.9% | +9.6% | +6.3% |
| YTD | +111.1% | +12.6% | +98.5% | +89.6% |
| 1Y | +185.8% | +17.5% | +168.3% | +149.7% |
| 3Y | -6.6% | +46.2% | -52.8% | -30.6% |
| 5Y | -52.4% | +12.6% | -65.0% | -59.5% |
| All | -10.4% | +20.7% | -31.1% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling