+99.3%
HLT vs FSLY
+1.6%
+97.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -1.6% | +12.5% | -14.1% | -2.0% |
| 30D | -5.0% | -18.8% | +13.8% | -4.5% |
| 3M | -10.4% | +22.7% | -33.1% | -11.4% |
| 6M | +3.2% | -3.7% | +6.9% | +1.8% |
| YTD | +6.7% | +127.5% | -120.8% | -0.6% |
| 1Y | +10.3% | +193.5% | -183.3% | -0.3% |
| 3Y | +99.3% | -1.3% | +100.7% | +85.5% |
| All | +99.3% | +1.6% | +97.8% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling