+133.9%
HL vs FSLY
+181.7%
-47.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.4% |
| 7D | +1.5% | -10.6% | +12.1% | +1.7% |
| 30D | +25.1% | -20.9% | +46.0% | +25.4% |
| 3M | +22.9% | +3.4% | +19.5% | +22.8% |
| 6M | -4.9% | +2.7% | -7.6% | -4.6% |
| YTD | +7.8% | +102.3% | -94.4% | +13.0% |
| 1Y | +133.9% | +182.1% | -48.2% | +124.8% |
| All | +133.9% | +181.7% | -47.8% | +124.8% |
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 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