+45.4%
HON vs FSLY
-4.2%
+49.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | -3.6% | -10.6% | +7.0% | -3.2% |
| 30D | -15.3% | -20.9% | +5.6% | -14.7% |
| 3M | -7.9% | +3.4% | -11.3% | -8.3% |
| 6M | -18.1% | +2.7% | -20.8% | -19.4% |
| YTD | +3.8% | +102.3% | -98.4% | -1.9% |
| 1Y | +0.5% | +182.1% | -181.6% | -7.3% |
| 3Y | +19.8% | -14.6% | +34.3% | +14.0% |
| 5Y | +2.9% | -55.9% | +58.8% | -3.8% |
| All | +45.4% | -4.2% | +49.7% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling