+180.0%
HIMS vs FSLY
-26.2%
+206.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.4% | +7.5% | -8.9% | -2.8% |
| 30D | -10.1% | -21.1% | +11.0% | -6.4% |
| 3M | -1.2% | +21.8% | -23.0% | -6.3% |
| 6M | +16.9% | -0.1% | +17.0% | +9.4% |
| YTD | -15.5% | +123.1% | -138.6% | -35.9% |
| 1Y | -42.6% | +208.6% | -251.1% | -60.5% |
| 3Y | +320.2% | -1.3% | +321.5% | +239.3% |
| 5Y | +215.0% | -48.4% | +263.4% | +148.7% |
| All | +180.0% | -26.2% | +206.2% | +122.2% |
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