+101.3%
HIMS vs FSLY
-44.2%
+145.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | -18.0% | +11.8% | -29.8% | -19.8% |
| 30D | -33.6% | -36.5% | +3.0% | -28.0% |
| 3M | -34.2% | -39.7% | +5.6% | -29.0% |
| 6M | -21.2% | -9.7% | -11.5% | -22.5% |
| YTD | -39.2% | +68.9% | -108.1% | -52.2% |
| 1Y | -49.4% | +44.5% | -93.9% | -58.9% |
| 3Y | +189.7% | +4.8% | +184.9% | +127.0% |
| 5Y | +166.6% | -66.0% | +232.7% | +121.5% |
| All | +101.3% | -44.2% | +145.5% | +65.7% |
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