+114.8%
HD vs FSLY
-26.3%
+141.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.0% |
| 7D | +4.3% | -31.4% | +35.8% | +6.5% |
| 30D | +20.2% | -37.3% | +57.5% | +23.0% |
| 3M | -1.0% | -30.1% | +29.1% | -0.2% |
| 6M | +7.9% | -49.8% | +57.7% | +10.2% |
| YTD | +2.0% | +55.7% | -53.7% | -7.7% |
| 1Y | -4.3% | +44.5% | -48.8% | -13.0% |
| 3Y | +25.9% | -4.3% | +30.3% | +12.8% |
| 5Y | +5.8% | -68.2% | +74.0% | -2.8% |
| All | +114.8% | -26.3% | +141.1% | +42.8% |
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