-28.3%
FSLY vs HAS
+62.3%
-90.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | +11.8% | +1.6% | +10.1% | +10.9% |
| 30D | -36.5% | +26.6% | -63.2% | -43.8% |
| 3M | -39.7% | +29.0% | -68.7% | -47.3% |
| 6M | -9.7% | +30.6% | -40.2% | -22.6% |
| YTD | +68.9% | +51.5% | +17.3% | +29.9% |
| 1Y | +44.5% | +58.5% | -14.0% | +8.3% |
| 3Y | +4.8% | +214.1% | -209.3% | -49.2% |
| 5Y | -66.0% | +50.2% | -116.3% | -75.2% |
| All | -28.3% | +62.3% | -90.7% | -52.7% |
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