+1,248.7%
HL vs FSLY
+7.7%
+1,240.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | -4.4% | +12.5% | -16.8% | -5.8% |
| 30D | +9.3% | -18.8% | +28.1% | +11.7% |
| 3M | +32.0% | +22.7% | +9.3% | +27.3% |
| 6M | -6.4% | -3.7% | -2.7% | -10.2% |
| YTD | +3.1% | +127.5% | -124.4% | -15.8% |
| 1Y | +77.6% | +193.5% | -116.0% | +37.8% |
| 3Y | +392.8% | -1.3% | +394.1% | +319.1% |
| 5Y | +234.1% | -47.3% | +281.4% | +183.9% |
| All | +1,248.7% | +7.7% | +1,240.9% | +697.2% |
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