+208.6%
FSLY vs HIG
+7.0%
+201.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +7.5% | -2.3% | +9.8% | +7.0% |
| 30D | -21.1% | -1.2% | -19.9% | -21.1% |
| 3M | +21.8% | +6.3% | +15.5% | +21.3% |
| 6M | -0.1% | +0.6% | -0.7% | +2.0% |
| YTD | +123.1% | +0.6% | +122.5% | +126.3% |
| 1Y | +208.6% | +6.1% | +202.5% | +217.3% |
| All | +208.6% | +7.0% | +201.6% | +217.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling