+101.3%
HIMS vs FSLY
-46.0%
+147.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | -24.1% | +4.9% | -29.0% | -24.8% |
| 30D | -28.8% | -33.5% | +4.7% | -23.6% |
| 3M | -31.4% | -44.6% | +13.2% | -24.8% |
| 6M | -18.3% | -9.2% | -9.0% | -19.7% |
| YTD | -39.2% | +63.3% | -102.5% | -51.9% |
| 1Y | -45.3% | +45.3% | -90.6% | -55.6% |
| 3Y | +181.9% | +3.7% | +178.1% | +121.2% |
| 5Y | +166.6% | -67.2% | +233.8% | +122.9% |
| All | +101.3% | -46.0% | +147.3% | +66.8% |
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