+74.2%
HAL vs FSLY
+205.2%
-131.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.8% |
| 7D | -1.3% | +11.2% | -12.5% | -1.5% |
| 30D | +10.9% | -18.2% | +29.0% | +11.2% |
| 3M | -5.8% | +21.9% | -27.7% | -6.1% |
| 6M | +8.1% | +4.0% | +4.1% | +8.7% |
| YTD | +33.2% | +123.1% | -89.9% | +38.0% |
| 1Y | +74.2% | +196.9% | -122.7% | +86.9% |
| All | +74.2% | +205.2% | -131.1% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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