+36.1%
FSLY vs HAS
+63.0%
-26.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.7% |
| 7D | -22.9% | +3.3% | -26.2% | -22.5% |
| 30D | -44.6% | +30.5% | -75.1% | -41.3% |
| 3M | -41.5% | +29.9% | -71.4% | -38.0% |
| 6M | -20.8% | +26.5% | -47.4% | -16.6% |
| YTD | +59.5% | +51.9% | +7.6% | +31.4% |
| 1Y | +36.1% | +60.9% | -24.8% | +3.2% |
| All | +36.1% | +63.0% | -26.9% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling