+362.8%
HPE vs FSLY
-49.3%
+412.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +4.4% |
| 7D | +13.6% | +11.2% | +2.5% | +12.3% |
| 30D | +7.7% | -18.2% | +25.9% | +10.1% |
| 3M | +22.4% | +21.9% | +0.5% | +19.0% |
| 6M | +172.6% | +4.0% | +168.6% | +164.1% |
| YTD | +147.5% | +123.1% | +24.4% | +116.4% |
| 1Y | +151.8% | +196.9% | -45.1% | +108.9% |
| 3Y | +267.1% | -1.3% | +268.3% | +225.3% |
| 5Y | +362.8% | -50.2% | +413.0% | +282.2% |
| All | +362.8% | -49.3% | +412.1% | +282.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling