+119.7%
HD vs FSLY
-19.7%
+139.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.3% |
| 7D | -1.2% | -17.9% | +16.8% | -0.2% |
| 30D | +20.9% | -34.7% | +55.6% | +23.6% |
| 3M | -0.2% | -40.0% | +39.9% | +2.0% |
| 6M | +14.5% | -11.8% | +26.3% | +13.1% |
| YTD | +4.3% | +69.5% | -65.2% | -6.1% |
| 1Y | -3.5% | +44.0% | -47.4% | -12.0% |
| 3Y | +30.1% | +5.2% | +24.9% | +15.8% |
| 5Y | +8.5% | -65.6% | +74.0% | -0.8% |
| All | +119.7% | -19.7% | +139.4% | +45.2% |
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