+267.7%
HCA vs FSLY
+7.7%
+260.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.3% |
| 7D | +5.4% | +12.5% | -7.1% | +4.8% |
| 30D | +3.0% | -18.8% | +21.8% | +3.9% |
| 3M | +13.0% | +22.7% | -9.6% | +11.4% |
| 6M | -20.3% | -3.7% | -16.6% | -21.6% |
| YTD | -8.2% | +127.5% | -135.7% | -15.0% |
| 1Y | +6.7% | +193.5% | -186.8% | -3.3% |
| 3Y | +60.4% | -1.3% | +61.7% | +51.1% |
| 5Y | +73.4% | -47.3% | +120.8% | +60.3% |
| All | +267.7% | +7.7% | +260.0% | +168.8% |
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