-0.9%
HCA vs FSLY
+181.7%
-182.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.0% |
| 7D | -3.1% | -10.6% | +7.6% | -3.0% |
| 30D | -1.1% | -20.9% | +19.8% | -1.0% |
| 3M | +12.2% | +3.4% | +8.7% | +12.1% |
| 6M | -25.3% | +2.7% | -28.1% | -25.5% |
| YTD | -12.9% | +102.3% | -115.2% | -13.7% |
| 1Y | -0.9% | +182.1% | -183.0% | -2.5% |
| All | -0.9% | +181.7% | -182.6% | -2.5% |
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