-3.2%
FSLY vs HUBB
+44.4%
-47.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +7.0% |
| 7D | +11.2% | +1.1% | +10.1% | +10.3% |
| 30D | -18.2% | -9.6% | -8.6% | -12.3% |
| 3M | +21.9% | -6.2% | +28.1% | +25.1% |
| 6M | +4.0% | -6.2% | +10.2% | +6.6% |
| YTD | +123.1% | +3.4% | +119.7% | +112.8% |
| 1Y | +196.9% | +5.3% | +191.5% | +176.9% |
| All | -3.2% | +44.4% | -47.7% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling