-6.6%
FSLY vs HBM
+522.1%
-528.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.8% | -1.4% | +2.5% |
| 7D | +3.5% | +7.4% | -3.9% | +1.1% |
| 30D | -6.4% | +5.1% | -11.5% | -7.8% |
| 3M | +10.9% | +11.1% | -0.2% | +6.0% |
| 6M | +6.7% | +30.2% | -23.5% | -4.7% |
| YTD | +111.1% | +46.2% | +64.9% | +72.8% |
| 1Y | +185.8% | +120.0% | +65.7% | +94.0% |
| 3Y | -6.6% | +527.4% | -534.0% | -66.3% |
| All | -6.6% | +522.1% | -528.6% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling