+28.0%
HON vs FSLY
+2.5%
+25.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | +1.4% | +4.9% | -3.4% | +1.3% |
| 30D | +7.5% | -33.5% | +41.0% | +8.3% |
| 3M | -4.3% | -44.6% | +40.3% | -3.4% |
| 6M | -1.5% | -9.2% | +7.7% | -1.8% |
| YTD | +10.5% | +63.3% | -52.7% | +6.8% |
| 1Y | +8.5% | +45.3% | -36.7% | +5.4% |
| 3Y | +28.0% | +3.7% | +24.3% | +19.3% |
| All | +28.0% | +2.5% | +25.5% | +19.3% |
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