+122.5%
HPQ vs FSLY
-4.2%
+126.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.4% |
| 7D | +6.9% | -10.6% | +17.6% | +7.9% |
| 30D | +14.4% | -20.9% | +35.3% | +16.1% |
| 3M | +25.6% | +3.4% | +22.2% | +24.4% |
| 6M | +75.0% | +2.7% | +72.3% | +69.9% |
| YTD | +50.7% | +102.3% | -51.6% | +35.0% |
| 1Y | +18.7% | +182.1% | -163.4% | +1.6% |
| 3Y | +21.5% | -14.6% | +36.1% | +11.3% |
| 5Y | +31.6% | -55.9% | +87.5% | +17.5% |
| All | +122.5% | -4.2% | +126.8% | +60.0% |
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