+25.0%
HL vs FSLY
+161.0%
-136.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.2% | +13.3% | +13.2% |
| 7D | +0.2% | -22.2% | +22.4% | +0.7% |
| 30D | -12.1% | -19.1% | +7.0% | -11.7% |
| 3M | -2.8% | -15.7% | +12.9% | -2.6% |
| 6M | -14.9% | -23.5% | +8.6% | -15.2% |
| YTD | -22.0% | +106.6% | -128.7% | -15.5% |
| 1Y | +25.0% | +164.3% | -139.2% | +22.1% |
| All | +25.0% | +161.0% | -136.0% | +22.1% |
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 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