-10.4%
FSLY vs USHY
+43.0%
-53.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.5% |
| 7D | +3.5% | 0.0% | +3.4% | +3.4% |
| 30D | -6.4% | 0.0% | -6.4% | -6.3% |
| 3M | +10.9% | +1.2% | +9.7% | +7.4% |
| 6M | +6.7% | +2.6% | +4.1% | +0.6% |
| YTD | +111.1% | +2.4% | +108.7% | +99.9% |
| 1Y | +185.8% | +4.2% | +181.5% | +158.9% |
| 3Y | -6.6% | +28.0% | -34.6% | -50.2% |
| 5Y | -52.4% | +21.8% | -74.2% | -70.1% |
| All | -10.4% | +43.0% | -53.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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