-14.2%
FSLY vs HAS
+23.6%
-37.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -10.6% | -1.8% | -8.8% | -9.8% |
| 30D | -20.9% | +2.3% | -23.2% | -21.8% |
| 3M | +3.4% | +10.4% | -6.9% | -2.4% |
| 6M | +2.7% | -3.2% | +6.0% | +2.6% |
| YTD | +102.3% | +15.4% | +86.8% | +79.5% |
| 1Y | +182.1% | +18.8% | +163.3% | +145.4% |
| 3Y | -14.6% | +43.9% | -58.5% | -35.8% |
| 5Y | -55.9% | +13.9% | -69.8% | -62.8% |
| All | -14.2% | +23.6% | -37.8% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling