+208.6%
FSLY vs HUBB
+3.7%
+204.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +7.5% | -1.7% | +9.2% | +8.4% |
| 30D | -21.1% | -12.7% | -8.4% | -15.8% |
| 3M | +21.8% | -2.9% | +24.7% | +21.1% |
| 6M | -0.1% | -4.8% | +4.7% | 0.0% |
| YTD | +123.1% | +2.8% | +120.3% | +117.8% |
| 1Y | +208.6% | +3.5% | +205.0% | +197.8% |
| All | +208.6% | +3.7% | +204.8% | +197.8% |
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