-5.3%
FSLY vs HIG
+202.8%
-208.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +7.5% | -2.3% | +9.8% | +8.2% |
| 30D | -21.1% | -1.2% | -19.9% | -20.9% |
| 3M | +21.8% | +6.3% | +15.5% | +19.0% |
| 6M | -0.1% | +0.6% | -0.7% | -0.8% |
| YTD | +123.1% | +0.6% | +122.5% | +121.0% |
| 1Y | +208.6% | +6.1% | +202.5% | +200.5% |
| 3Y | -1.3% | +102.0% | -103.2% | -21.9% |
| 5Y | -48.4% | +119.2% | -167.6% | -59.9% |
| All | -5.3% | +202.8% | -208.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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