+45.3%
FSLY vs HUBB
-1.9%
+47.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +4.9% | +1.8% | +3.1% | +3.7% |
| 30D | -33.5% | -7.7% | -25.8% | -30.1% |
| 3M | -44.6% | -13.6% | -31.1% | -39.8% |
| 6M | -9.2% | -9.1% | -0.1% | -6.1% |
| YTD | +63.3% | -0.7% | +64.0% | +57.5% |
| 1Y | +45.3% | +1.1% | +44.2% | +37.8% |
| All | +45.3% | -1.9% | +47.2% | +37.8% |
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