-5.3%
FSLY vs HDB
-18.5%
+13.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.3% |
| 7D | +11.2% | -4.9% | +16.0% | +13.0% |
| 30D | -18.2% | -5.8% | -12.3% | -16.7% |
| 3M | +21.9% | -5.2% | +27.1% | +22.8% |
| 6M | +4.0% | -25.7% | +29.7% | +13.6% |
| YTD | +123.1% | -39.6% | +162.7% | +162.8% |
| 1Y | +196.9% | -36.9% | +233.8% | +242.2% |
| 3Y | -1.3% | -29.7% | +28.5% | +5.5% |
| 5Y | -50.2% | -37.8% | -12.5% | -45.0% |
| All | -5.3% | -18.5% | +13.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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