+1,028.6%
HOOD vs FSLY
-13.5%
+1,042.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.8% |
| 7D | +17.1% | -10.6% | +27.8% | +18.7% |
| 30D | +31.6% | -20.9% | +52.5% | +34.8% |
| 3M | +38.2% | +3.4% | +34.8% | +37.0% |
| 6M | +48.5% | +2.7% | +45.8% | +42.4% |
| YTD | +8.0% | +102.3% | -94.3% | -7.8% |
| 1Y | +18.7% | +182.1% | -163.4% | -8.0% |
| All | +1,028.6% | -13.5% | +1,042.0% | +855.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling