+164.3%
FSLY vs HBM
+47.3%
+117.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.9% |
| 7D | -22.2% | -5.8% | -16.3% | -21.1% |
| 30D | -19.1% | -18.5% | -0.6% | -16.0% |
| 3M | -15.7% | -10.3% | -5.4% | -13.6% |
| 6M | -23.5% | +2.1% | -25.6% | -19.9% |
| YTD | +106.6% | +12.0% | +94.6% | +90.5% |
| 1Y | +164.3% | +49.8% | +114.5% | +113.6% |
| All | +164.3% | +47.3% | +117.0% | +113.6% |
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