-5.3%
FSLY vs HRB
+120.7%
-126.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +7.5% | -12.2% | +19.7% | +8.2% |
| 30D | -21.1% | -3.0% | -18.1% | -21.1% |
| 3M | +21.8% | +21.7% | +0.1% | +20.2% |
| 6M | -0.1% | +52.3% | -52.5% | -3.2% |
| YTD | +123.1% | +6.5% | +116.6% | +129.2% |
| 1Y | +208.6% | -6.7% | +215.2% | +223.9% |
| 3Y | -1.3% | +25.1% | -26.4% | -4.1% |
| 5Y | -48.4% | +113.8% | -162.1% | -52.3% |
| All | -5.3% | +120.7% | -126.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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