+77.7%
HBAN vs FSLY
+7.7%
+69.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -1.0% | +12.5% | -13.5% | -1.8% |
| 30D | -5.6% | -18.8% | +13.2% | -4.4% |
| 3M | -1.1% | +22.7% | -23.8% | -3.1% |
| 6M | +9.9% | -3.7% | +13.6% | +7.7% |
| YTD | -0.9% | +127.5% | -128.5% | -10.6% |
| 1Y | -1.4% | +193.5% | -194.9% | -13.6% |
| 3Y | +78.2% | -1.3% | +79.5% | +63.0% |
| 5Y | +37.0% | -47.3% | +84.4% | +21.5% |
| All | +77.7% | +7.7% | +69.9% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling