+79.8%
HST vs FSLY
-22.7%
+102.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | +3.6% | +4.9% | -1.3% | +3.1% |
| 30D | +11.2% | -33.5% | +44.7% | +14.4% |
| 3M | +13.1% | -44.6% | +57.7% | +17.3% |
| 6M | +23.9% | -9.2% | +33.1% | +22.4% |
| YTD | +52.3% | +63.3% | -11.0% | +36.1% |
| 1Y | +56.7% | +45.3% | +11.4% | +41.5% |
| 3Y | +87.5% | +3.7% | +83.8% | +65.3% |
| 5Y | +82.8% | -67.2% | +150.0% | +63.1% |
| All | +79.8% | -22.7% | +102.5% | +17.8% |
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