-14.2%
FSLY vs HSY
+61.7%
-75.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -10.6% | -3.3% | -7.3% | -10.5% |
| 30D | -20.9% | -2.8% | -18.1% | -20.9% |
| 3M | +3.4% | -4.5% | +7.9% | +3.5% |
| 6M | +2.7% | -24.2% | +27.0% | +5.6% |
| YTD | +102.3% | -2.7% | +105.0% | +97.5% |
| 1Y | +182.1% | -3.7% | +185.8% | +175.6% |
| 3Y | -14.6% | -11.5% | -3.1% | -15.4% |
| 5Y | -55.9% | +10.3% | -66.2% | -61.0% |
| All | -14.2% | +61.7% | -75.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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