-52.4%
FSLY vs HDB
-37.8%
-14.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +5.8% |
| 7D | +3.5% | -2.0% | +5.5% | +4.4% |
| 30D | -6.4% | -4.9% | -1.5% | -4.6% |
| 3M | +10.9% | -2.3% | +13.2% | +10.1% |
| 6M | +6.7% | -23.7% | +30.4% | +19.4% |
| YTD | +111.1% | -38.5% | +149.6% | +166.6% |
| 1Y | +185.8% | -36.5% | +222.2% | +250.7% |
| 3Y | -6.6% | -28.5% | +21.9% | -0.7% |
| 5Y | -52.4% | -37.4% | -15.0% | -39.3% |
| All | -52.4% | -37.8% | -14.6% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling