-50.2%
FSLY vs HBM
+392.2%
-442.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | +11.2% | +5.5% | +5.6% | +9.1% |
| 30D | -18.2% | +3.3% | -21.4% | -19.2% |
| 3M | +21.9% | +12.7% | +9.2% | +15.1% |
| 6M | +4.0% | +28.2% | -24.2% | -7.8% |
| YTD | +123.1% | +45.3% | +77.8% | +82.2% |
| 1Y | +196.9% | +121.7% | +75.2% | +101.7% |
| 3Y | -1.3% | +523.5% | -524.8% | -58.8% |
| 5Y | -50.2% | +393.9% | -444.1% | -76.6% |
| All | -50.2% | +392.2% | -442.5% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling