-36.1%
HOOD vs FSLY
+161.0%
-197.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -22.2% | +17.8% | -3.5% |
| 30D | -23.4% | -19.1% | -4.3% | -22.8% |
| 3M | -6.5% | -15.7% | +9.2% | -6.1% |
| 6M | +14.2% | -23.5% | +37.7% | +14.5% |
| YTD | -22.7% | +106.6% | -129.3% | -17.3% |
| 1Y | -36.1% | +164.3% | -200.4% | -27.6% |
| All | -36.1% | +161.0% | -197.1% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling