-14.2%
FSLY vs HIG
+206.3%
-220.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | -20.9% | -3.2% | -17.7% | -20.3% |
| 3M | +3.4% | +9.1% | -5.7% | +0.1% |
| 6M | +2.7% | -1.8% | +4.5% | +2.8% |
| YTD | +102.3% | +1.8% | +100.5% | +99.8% |
| 1Y | +182.1% | +4.6% | +177.5% | +176.0% |
| 3Y | -14.6% | +101.6% | -116.2% | -32.3% |
| 5Y | -55.9% | +124.5% | -180.4% | -65.9% |
| All | -14.2% | +206.3% | -220.5% | -26.3% |
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 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