+16.9%
HON vs FSLY
-0.4%
+17.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.6% | +7.5% | -10.2% | -2.8% |
| 30D | -11.9% | -21.1% | +9.2% | -11.4% |
| 3M | -6.1% | +21.8% | -27.9% | -6.7% |
| 6M | -19.2% | -0.1% | -19.1% | -20.0% |
| YTD | +0.2% | +123.1% | -122.9% | -4.3% |
| 1Y | -1.5% | +208.6% | -210.1% | -8.3% |
| All | +16.9% | -0.4% | +17.3% | +11.0% |
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