+250.7%
HOOD vs FSLY
-59.1%
+309.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.5% |
| 7D | +17.1% | -10.6% | +27.8% | +20.4% |
| 30D | +31.6% | -20.9% | +52.5% | +38.0% |
| 3M | +38.2% | +3.4% | +34.8% | +35.0% |
| 6M | +48.5% | +2.7% | +45.8% | +33.7% |
| YTD | +8.0% | +102.3% | -94.3% | -26.8% |
| 1Y | +18.7% | +182.1% | -163.4% | -32.0% |
| 3Y | +999.1% | -14.6% | +1,013.7% | +739.6% |
| 5Y | +181.7% | -55.9% | +237.6% | +153.7% |
| All | +250.7% | -59.1% | +309.8% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling