+182.8%
HIMS vs FSLY
-33.1%
+215.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | -3.9% | -10.6% | +6.7% | -1.9% |
| 30D | -12.4% | -20.9% | +8.5% | -9.3% |
| 3M | -1.1% | +3.4% | -4.5% | -3.2% |
| 6M | +68.4% | +2.7% | +65.7% | +57.4% |
| YTD | -14.7% | +102.3% | -116.9% | -34.0% |
| 1Y | -42.4% | +182.1% | -224.5% | -59.7% |
| 3Y | +304.5% | -14.6% | +319.1% | +236.5% |
| 5Y | +237.5% | -55.9% | +293.4% | +173.1% |
| All | +182.8% | -33.1% | +215.9% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling