-46.9%
HIMS vs FSLY
+210.9%
-257.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | -0.7% | +12.5% | -13.2% | -1.7% |
| 30D | -8.2% | -18.8% | +10.6% | -6.9% |
| 3M | -4.7% | +22.7% | -27.4% | -6.7% |
| 6M | +6.3% | -3.7% | +10.0% | +3.9% |
| YTD | -15.3% | +127.5% | -142.8% | -17.0% |
| 1Y | -46.9% | +193.5% | -240.4% | -48.1% |
| All | -46.9% | +210.9% | -257.7% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling