+121.0%
HD vs FSLY
-25.7%
+146.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.8% |
| 7D | +3.6% | -22.4% | +26.0% | +5.0% |
| 30D | +21.6% | -45.5% | +67.0% | +25.7% |
| 3M | +0.1% | -30.4% | +30.5% | +1.0% |
| 6M | +13.0% | -22.1% | +35.1% | +12.6% |
| YTD | +4.9% | +57.0% | -52.0% | -5.0% |
| 1Y | -2.1% | +38.2% | -40.3% | -10.5% |
| 3Y | +32.6% | -2.5% | +35.1% | +18.6% |
| 5Y | +8.2% | -68.8% | +77.1% | -0.4% |
| All | +121.0% | -25.7% | +146.7% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling