+182.1%
FSLY vs HBM
+123.0%
+59.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -10.6% | -6.4% | -4.3% | -9.5% |
| 30D | -20.9% | +5.9% | -26.8% | -21.4% |
| 3M | +3.4% | -8.9% | +12.3% | +4.9% |
| 6M | +2.7% | +10.7% | -7.9% | -1.1% |
| YTD | +102.3% | +38.3% | +64.0% | +78.4% |
| 1Y | +182.1% | +121.3% | +60.7% | +116.6% |
| All | +182.1% | +123.0% | +59.1% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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