+38.6%
HPQ vs FSLY
-49.3%
+88.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +4.4% |
| 7D | +2.2% | +11.2% | -8.9% | +1.2% |
| 30D | +9.7% | -18.2% | +27.9% | +11.4% |
| 3M | +32.7% | +21.9% | +10.8% | +29.4% |
| 6M | +77.7% | +4.0% | +73.7% | +71.9% |
| YTD | +51.0% | +123.1% | -72.1% | +32.8% |
| 1Y | +18.4% | +196.9% | -178.5% | -0.9% |
| 3Y | +25.6% | -1.3% | +26.8% | +12.9% |
| 5Y | +38.6% | -50.2% | +88.9% | +15.8% |
| All | +38.6% | -49.3% | +88.0% | +15.8% |
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 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