-28.3%
FSLY vs HDB
-5.1%
-23.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +11.8% | +4.1% | +7.7% | +10.4% |
| 30D | -36.5% | +13.0% | -49.5% | -39.4% |
| 3M | -39.7% | +11.3% | -51.0% | -42.4% |
| 6M | -9.7% | +6.9% | -16.6% | -13.1% |
| YTD | +68.9% | -29.6% | +98.5% | +87.8% |
| 1Y | +44.5% | -29.5% | +74.0% | +60.1% |
| 3Y | +4.8% | -8.1% | +12.9% | 0.0% |
| 5Y | -66.0% | -23.4% | -42.6% | -65.0% |
| All | -28.3% | -5.1% | -23.2% | -26.2% |
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