+237.0%
HOOD vs FSLY
-57.3%
+294.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.4% | -8.3% | -5.0% |
| 7D | +13.4% | +3.5% | +9.9% | +12.4% |
| 30D | +25.8% | -6.4% | +32.2% | +26.7% |
| 3M | +38.0% | +10.9% | +27.1% | +32.4% |
| 6M | +52.2% | +6.7% | +45.5% | +35.7% |
| YTD | +3.7% | +111.1% | -107.4% | -30.4% |
| 1Y | +0.1% | +185.8% | -185.7% | -42.7% |
| 3Y | +992.6% | -6.6% | +999.1% | +707.3% |
| 5Y | +193.0% | -52.4% | +245.4% | +155.6% |
| All | +237.0% | -57.3% | +294.3% | +214.3% |
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