+10.8%
HD vs FSLY
-55.9%
+66.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | -2.1% | -10.6% | +8.6% | -1.4% |
| 30D | -8.4% | -20.9% | +12.5% | -7.4% |
| 3M | +4.3% | +3.4% | +0.9% | +3.5% |
| 6M | -11.1% | +2.7% | -13.9% | -13.7% |
| YTD | -4.7% | +102.3% | -106.9% | -13.7% |
| 1Y | -19.8% | +182.1% | -201.9% | -30.5% |
| 3Y | +4.1% | -14.6% | +18.7% | -2.9% |
| All | +10.8% | -55.9% | +66.7% | -6.3% |
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 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