-28.3%
FSLY vs HRB
+149.4%
-177.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +11.8% | -7.8% | +19.5% | +12.0% |
| 30D | -36.5% | +15.7% | -52.3% | -37.0% |
| 3M | -39.7% | -5.5% | -34.2% | -39.6% |
| 6M | -9.7% | +41.1% | -50.8% | -11.5% |
| YTD | +68.9% | +20.4% | +48.5% | +72.5% |
| 1Y | +44.5% | +15.2% | +29.2% | +48.6% |
| 3Y | +4.8% | +24.3% | -19.5% | +3.7% |
| 5Y | -66.0% | +144.7% | -210.7% | -68.8% |
| All | -28.3% | +149.4% | -177.8% | -11.0% |
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