+73.6%
HST vs FSLY
-26.3%
+99.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.3% |
| 7D | -2.7% | -31.4% | +28.7% | +0.1% |
| 30D | +10.7% | -37.3% | +48.0% | +14.2% |
| 3M | +6.3% | -30.1% | +36.4% | +7.8% |
| 6M | +19.0% | -49.8% | +68.8% | +22.5% |
| YTD | +47.0% | +55.7% | -8.7% | +31.9% |
| 1Y | +53.4% | +44.5% | +9.0% | +38.5% |
| 3Y | +78.0% | -4.3% | +82.3% | +58.0% |
| 5Y | +71.7% | -68.2% | +139.9% | +53.7% |
| All | +73.6% | -26.3% | +99.9% | +14.2% |
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