+71.1%
HAL vs FSLY
-4.2%
+75.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | +2.9% | -10.6% | +13.6% | +3.8% |
| 30D | +17.0% | -20.9% | +37.9% | +18.7% |
| 3M | -9.7% | +3.4% | -13.1% | -10.5% |
| 6M | +8.6% | +2.7% | +5.9% | +5.3% |
| YTD | +33.0% | +102.3% | -69.3% | +19.2% |
| 1Y | +68.3% | +182.1% | -113.7% | +44.1% |
| 3Y | +0.1% | -14.6% | +14.7% | -8.7% |
| 5Y | +102.6% | -55.9% | +158.5% | +85.3% |
| All | +71.1% | -4.2% | +75.3% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling