-14.2%
FSLY vs HRB
+141.2%
-155.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.3% |
| 7D | -10.6% | -5.7% | -5.0% | -10.4% |
| 30D | -20.9% | +7.9% | -28.8% | -21.3% |
| 3M | +3.4% | +32.1% | -28.7% | +1.7% |
| 6M | +2.7% | +62.2% | -59.5% | -0.5% |
| YTD | +102.3% | +16.4% | +85.9% | +107.0% |
| 1Y | +182.1% | -0.3% | +182.3% | +196.2% |
| 3Y | -14.6% | +36.0% | -50.6% | -17.3% |
| 5Y | -55.9% | +125.2% | -181.1% | -59.3% |
| All | -14.2% | +141.2% | -155.4% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling