+793.2%
HL vs FSLY
-22.7%
+815.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.5% |
| 7D | -11.1% | +4.9% | -16.0% | -11.7% |
| 30D | -12.1% | -33.5% | +21.4% | -8.2% |
| 3M | -26.1% | -44.6% | +18.5% | -22.0% |
| 6M | -37.7% | -9.2% | -28.5% | -38.6% |
| YTD | -31.7% | +63.3% | -95.0% | -42.8% |
| 1Y | -11.6% | +45.3% | -56.9% | -24.7% |
| 3Y | +249.6% | +3.7% | +245.9% | +188.6% |
| 5Y | +108.5% | -67.2% | +175.7% | +87.0% |
| All | +793.2% | -22.7% | +815.9% | +441.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling