+54.1%
HST vs FSLY
+5.6%
+48.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.6% |
| 7D | -0.3% | +11.2% | -11.5% | -1.2% |
| 30D | -2.8% | -18.2% | +15.4% | -1.5% |
| 3M | -6.5% | +21.9% | -28.4% | -8.7% |
| 6M | +20.7% | +4.0% | +16.7% | +16.5% |
| YTD | +30.5% | +123.1% | -92.6% | +14.7% |
| 1Y | +36.8% | +196.9% | -160.1% | +15.8% |
| 3Y | +65.9% | -1.3% | +67.2% | +48.2% |
| 5Y | +73.9% | -50.2% | +124.1% | +51.6% |
| All | +54.1% | +5.6% | +48.4% | -0.7% |
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