+47.4%
HAL vs FSLY
-68.1%
+115.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -6.5% | -22.9% | +16.4% | -5.1% |
| 30D | -2.1% | -44.6% | +42.5% | +1.3% |
| 3M | -4.9% | -41.5% | +36.6% | -2.4% |
| 6M | -19.3% | -20.8% | +1.5% | -19.3% |
| YTD | +14.3% | +59.5% | -45.2% | +5.6% |
| 1Y | +17.3% | +36.1% | -18.8% | +9.7% |
| 3Y | -10.9% | -1.0% | -9.9% | -20.0% |
| 5Y | +47.4% | -66.9% | +114.3% | +42.4% |
| All | +47.4% | -68.1% | +115.5% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling