-35.9%
HOOD vs FSLY
+41.1%
-77.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -4.0% |
| 7D | -3.8% | +4.9% | -8.6% | -4.1% |
| 30D | -23.0% | -33.5% | +10.5% | -20.8% |
| 3M | -21.6% | -44.6% | +23.0% | -19.2% |
| 6M | +1.4% | -9.2% | +10.7% | +3.0% |
| YTD | -31.2% | +63.3% | -94.4% | -27.0% |
| 1Y | -35.9% | +45.3% | -81.2% | -28.3% |
| All | -35.9% | +41.1% | -77.0% | -28.3% |
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 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