+210.9%
HIMS vs FSLY
-52.1%
+263.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.6% |
| 7D | -0.9% | +3.5% | -4.4% | -1.8% |
| 30D | -10.8% | -6.4% | -4.4% | -10.6% |
| 3M | +3.7% | +10.9% | -7.2% | -0.8% |
| 6M | +79.0% | +6.7% | +72.3% | +62.0% |
| YTD | -13.2% | +111.1% | -124.3% | -38.5% |
| 1Y | -43.3% | +185.8% | -229.0% | -64.8% |
| 3Y | +331.4% | -6.6% | +338.0% | +235.5% |
| All | +210.9% | -52.1% | +263.0% | +187.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling