-30.7%
FSLY vs HIG
+204.3%
-235.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | +4.9% | +2.6% | +2.3% | +4.1% |
| 30D | -33.5% | +4.2% | -37.7% | -34.5% |
| 3M | -44.6% | +0.2% | -44.8% | -44.9% |
| 6M | -9.2% | +4.6% | -13.8% | -11.4% |
| YTD | +63.3% | +1.1% | +62.1% | +60.9% |
| 1Y | +45.3% | +4.7% | +40.6% | +41.7% |
| 3Y | +3.7% | +95.5% | -91.7% | -17.3% |
| 5Y | -67.2% | +111.7% | -178.8% | -74.4% |
| All | -30.7% | +204.3% | -235.1% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling