+3.7%
FSLY vs HAS
+212.5%
-208.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.1% |
| 7D | +4.9% | +1.4% | +3.5% | +4.4% |
| 30D | -33.5% | +26.3% | -59.8% | -38.3% |
| 3M | -44.6% | +25.6% | -70.2% | -48.6% |
| 6M | -9.2% | +30.3% | -39.5% | -17.4% |
| YTD | +63.3% | +50.4% | +12.9% | +33.1% |
| 1Y | +45.3% | +57.7% | -12.4% | +15.2% |
| 3Y | +3.7% | +213.4% | -209.6% | -57.2% |
| All | +3.7% | +212.5% | -208.8% | -57.2% |
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 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