+327.3%
HIMS vs FSLY
-0.4%
+327.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.6% | -1.9% |
| 7D | -2.7% | +11.2% | -13.9% | -4.4% |
| 30D | -12.2% | -18.2% | +6.0% | -9.7% |
| 3M | -3.7% | +21.9% | -25.6% | -7.9% |
| 6M | +25.9% | +4.0% | +21.9% | +18.1% |
| YTD | -14.1% | +123.1% | -137.2% | -30.8% |
| 1Y | -41.6% | +196.9% | -238.5% | -57.3% |
| All | +327.3% | -0.4% | +327.7% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling