+133.6%
HOOD vs FSLY
-67.8%
+201.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.8% |
| 7D | -5.1% | -22.9% | +17.8% | +0.7% |
| 30D | -25.4% | -44.6% | +19.2% | -14.7% |
| 3M | -14.0% | -41.5% | +27.5% | -4.5% |
| 6M | +5.6% | -20.8% | +26.4% | +6.8% |
| YTD | -28.1% | +59.5% | -87.6% | -49.5% |
| 1Y | -40.1% | +36.1% | -76.3% | -55.7% |
| 3Y | +888.2% | -1.0% | +889.2% | +563.3% |
| 5Y | +135.8% | -66.9% | +202.8% | +121.5% |
| All | +133.6% | -67.8% | +201.3% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling