+182.1%
FSLY vs HUBB
+8.5%
+173.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -10.6% | +0.5% | -11.2% | -10.8% |
| 30D | -20.9% | -10.0% | -10.9% | -16.8% |
| 3M | +3.4% | -4.8% | +8.2% | +4.3% |
| 6M | +2.7% | -5.6% | +8.3% | +2.9% |
| YTD | +102.3% | +4.7% | +97.6% | +96.2% |
| 1Y | +182.1% | +6.7% | +175.4% | +164.1% |
| All | +182.1% | +8.5% | +173.6% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling