-4.3%
FSLY vs HAS
+181.4%
-185.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -31.4% | -0.2% | -31.3% | -31.2% |
| 30D | -37.3% | +31.0% | -68.3% | -42.6% |
| 3M | -30.1% | +30.7% | -60.8% | -36.1% |
| 6M | -49.8% | +23.9% | -73.7% | -53.4% |
| YTD | +55.7% | +48.3% | +7.4% | +27.4% |
| 1Y | +44.5% | +60.2% | -15.7% | +13.2% |
| 3Y | -4.3% | +189.2% | -193.6% | -56.9% |
| All | -4.3% | +181.4% | -185.8% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling