+133.6%
HOOD vs FSLY
-65.9%
+199.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +3.8% | +11.8% | -8.0% | +1.0% |
| 30D | -26.4% | -36.5% | +10.2% | -18.5% |
| 3M | -14.3% | -39.7% | +25.5% | -5.5% |
| 6M | +3.9% | -9.7% | +13.6% | +1.8% |
| YTD | -28.1% | +68.9% | -96.9% | -50.2% |
| 1Y | -38.8% | +44.5% | -83.3% | -55.4% |
| 3Y | +888.5% | +4.8% | +883.6% | +554.2% |
| 5Y | +131.0% | -66.0% | +197.1% | +116.8% |
| All | +133.6% | -65.9% | +199.5% | +124.8% |
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