+379.5%
HPE vs FSLY
0.0%
+379.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.4% | +3.4% | +7.3% |
| 7D | +10.1% | +3.5% | +6.7% | +9.8% |
| 30D | +5.3% | -6.4% | +11.7% | +5.7% |
| 3M | +12.7% | +10.9% | +1.8% | +11.0% |
| 6M | +167.7% | +6.7% | +161.0% | +160.1% |
| YTD | +135.5% | +111.1% | +24.4% | +110.1% |
| 1Y | +143.4% | +185.8% | -42.4% | +108.0% |
| 3Y | +249.2% | -6.6% | +255.7% | +216.4% |
| 5Y | +343.8% | -52.4% | +396.2% | +296.2% |
| All | +379.5% | 0.0% | +379.5% | +226.9% |
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