-30.7%
FSLY vs HBM
+327.3%
-358.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | +4.9% | +2.2% | +2.6% | +4.0% |
| 30D | -33.5% | -11.8% | -21.7% | -30.4% |
| 3M | -44.6% | -19.2% | -25.4% | -40.7% |
| 6M | -9.2% | -22.9% | +13.7% | -2.6% |
| YTD | +63.3% | +7.8% | +55.5% | +52.8% |
| 1Y | +45.3% | +34.9% | +10.4% | +26.2% |
| 3Y | +3.7% | +422.2% | -418.5% | -42.6% |
| 5Y | -67.2% | +192.8% | -260.0% | -79.6% |
| All | -30.7% | +327.3% | -358.0% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling