+96.2%
HD vs FSLY
0.0%
+96.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.6% |
| 7D | -1.2% | +3.5% | -4.6% | -1.4% |
| 30D | -11.1% | -6.4% | -4.7% | -11.1% |
| 3M | +2.0% | +10.9% | -8.9% | +0.6% |
| 6M | -10.5% | +6.7% | -17.2% | -13.5% |
| YTD | -6.9% | +111.1% | -118.0% | -16.4% |
| 1Y | -23.2% | +185.8% | -209.0% | -33.7% |
| 3Y | +3.1% | -6.6% | +9.6% | -5.7% |
| 5Y | +7.4% | -52.4% | +59.8% | -3.3% |
| All | +96.2% | 0.0% | +96.2% | +29.3% |
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