+58.2%
HCA vs FSLY
-0.4%
+58.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.9% | +7.5% | -4.6% | +2.8% |
| 30D | +2.4% | -21.1% | +23.5% | +2.7% |
| 3M | +13.0% | +21.8% | -8.7% | +12.4% |
| 6M | -21.4% | -0.1% | -21.3% | -21.9% |
| YTD | -9.5% | +123.1% | -132.5% | -12.2% |
| 1Y | +7.5% | +208.6% | -201.0% | +3.0% |
| All | +58.2% | -0.4% | +58.6% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling