+112.8%
HL vs FSLY
-67.3%
+180.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.5% |
| 7D | -11.1% | +4.9% | -16.0% | -11.6% |
| 30D | -12.1% | -33.5% | +21.4% | -8.7% |
| 3M | -26.1% | -44.6% | +18.5% | -22.4% |
| 6M | -37.7% | -9.2% | -28.5% | -38.4% |
| YTD | -31.7% | +63.3% | -95.0% | -41.5% |
| 1Y | -11.6% | +45.3% | -56.9% | -23.0% |
| 3Y | +249.6% | +3.7% | +245.9% | +191.8% |
| All | +112.8% | -67.3% | +180.1% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling