+117.8%
HD vs FSLY
-20.0%
+137.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | +11.8% | -12.2% | -1.2% |
| 30D | +18.5% | -36.5% | +55.0% | +21.3% |
| 3M | +2.2% | -39.7% | +41.9% | +4.3% |
| 6M | +13.8% | -9.7% | +23.5% | +12.3% |
| YTD | +3.4% | +68.9% | -65.5% | -6.9% |
| 1Y | -3.5% | +44.5% | -48.0% | -12.0% |
| 3Y | +29.0% | +4.8% | +24.2% | +14.8% |
| 5Y | +6.1% | -66.0% | +72.1% | -2.9% |
| All | +117.8% | -20.0% | +137.9% | +44.0% |
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 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