+314.3%
HPE vs FSLY
-22.7%
+337.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.3% |
| 7D | +7.9% | +4.9% | +3.0% | +7.3% |
| 30D | -23.5% | -33.5% | +10.0% | -20.0% |
| 3M | -19.1% | -44.6% | +25.6% | -14.3% |
| 6M | +51.4% | -9.2% | +60.6% | +52.2% |
| YTD | +103.4% | +63.3% | +40.2% | +86.0% |
| 1Y | +114.4% | +45.3% | +69.1% | +98.2% |
| 3Y | +224.7% | +3.7% | +220.9% | +192.7% |
| 5Y | +277.8% | -67.2% | +344.9% | +249.1% |
| All | +314.3% | -22.7% | +337.0% | +189.4% |
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