+208.6%
FSLY vs HBM
+103.9%
+104.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +1.4% |
| 7D | +7.5% | -3.7% | +11.3% | +8.2% |
| 30D | -21.1% | -3.7% | -17.4% | -20.4% |
| 3M | +21.8% | +8.0% | +13.8% | +20.0% |
| 6M | -0.1% | +15.8% | -15.9% | -3.5% |
| YTD | +123.1% | +34.4% | +88.7% | +96.4% |
| 1Y | +208.6% | +98.2% | +110.4% | +131.5% |
| All | +208.6% | +103.9% | +104.6% | +131.5% |
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