+144.2%
HPQ vs FSLY
+7.7%
+136.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.0% | +6.4% | +8.2% |
| 7D | +9.8% | +12.5% | -2.7% | +8.7% |
| 30D | +22.4% | -18.8% | +41.2% | +24.2% |
| 3M | +45.2% | +22.7% | +22.5% | +41.8% |
| 6M | +96.4% | -3.7% | +100.1% | +91.9% |
| YTD | +65.4% | +127.5% | -62.1% | +46.7% |
| 1Y | +31.6% | +193.5% | -162.0% | +12.5% |
| 3Y | +37.0% | -1.3% | +38.4% | +23.9% |
| 5Y | +53.0% | -47.3% | +100.3% | +34.8% |
| All | +144.2% | +7.7% | +136.5% | +73.8% |
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 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