-30.7%
FSLY vs HRB
+145.9%
-176.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.3% |
| 7D | +4.9% | -5.1% | +9.9% | +5.0% |
| 30D | -33.5% | +8.7% | -42.2% | -33.8% |
| 3M | -44.6% | -5.4% | -39.2% | -44.5% |
| 6M | -9.2% | +41.6% | -50.8% | -11.1% |
| YTD | +63.3% | +18.7% | +44.6% | +66.9% |
| 1Y | +45.3% | +16.4% | +28.8% | +48.8% |
| 3Y | +3.7% | +22.0% | -18.2% | +2.8% |
| 5Y | -67.2% | +141.2% | -208.4% | -69.8% |
| All | -30.7% | +145.9% | -176.6% | -13.9% |
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