+3.1%
HON vs FSLY
-49.3%
+52.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -1.8% |
| 7D | -0.6% | +11.2% | -11.7% | -1.0% |
| 30D | -15.4% | -18.2% | +2.8% | -14.7% |
| 3M | -9.1% | +21.9% | -31.0% | -10.3% |
| 6M | -17.1% | +4.0% | -21.1% | -18.7% |
| YTD | +1.5% | +123.1% | -121.6% | -5.8% |
| 1Y | -1.3% | +196.9% | -198.2% | -11.0% |
| 3Y | +19.5% | -1.3% | +20.8% | +12.1% |
| 5Y | +3.1% | -50.2% | +53.3% | -5.9% |
| All | +3.1% | -49.3% | +52.4% | -5.9% |
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