+72.8%
HCA vs FSLY
-47.3%
+120.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.3% |
| 7D | +5.4% | +12.5% | -7.1% | +4.9% |
| 30D | +3.0% | -18.8% | +21.8% | +3.8% |
| 3M | +13.0% | +22.7% | -9.6% | +11.5% |
| 6M | -20.3% | -3.7% | -16.6% | -21.5% |
| YTD | -8.2% | +127.5% | -135.7% | -14.7% |
| 1Y | +6.7% | +193.5% | -186.8% | -3.0% |
| 3Y | +60.4% | -1.3% | +61.7% | +52.9% |
| All | +72.8% | -47.3% | +120.1% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling