-5.3%
FSLY vs HBM
+432.6%
-437.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +2.2% |
| 7D | +7.5% | -3.7% | +11.3% | +8.6% |
| 30D | -21.1% | -3.7% | -17.4% | -20.3% |
| 3M | +21.8% | +8.0% | +13.8% | +17.5% |
| 6M | -0.1% | +15.8% | -15.9% | -6.7% |
| YTD | +123.1% | +34.4% | +88.7% | +94.5% |
| 1Y | +208.6% | +98.2% | +110.4% | +136.4% |
| 3Y | -1.3% | +476.6% | -477.8% | -47.3% |
| 5Y | -48.4% | +331.1% | -379.5% | -71.2% |
| All | -5.3% | +432.6% | -437.9% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling