+31.6%
HPQ vs FSLY
+210.9%
-179.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.0% | +6.4% | +8.4% |
| 7D | +9.8% | +12.5% | -2.7% | +9.5% |
| 30D | +22.4% | -18.8% | +41.2% | +22.8% |
| 3M | +45.2% | +22.7% | +22.5% | +44.6% |
| 6M | +96.4% | -3.7% | +100.1% | +97.1% |
| YTD | +65.4% | +127.5% | -62.1% | +71.2% |
| 1Y | +31.6% | +193.5% | -162.0% | +36.5% |
| All | +31.6% | +210.9% | -179.3% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling