+36.8%
HST vs FSLY
+205.2%
-168.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.3% |
| 7D | -0.3% | +11.2% | -11.5% | -0.6% |
| 30D | -2.8% | -18.2% | +15.4% | -2.4% |
| 3M | -6.5% | +21.9% | -28.4% | -7.0% |
| 6M | +20.7% | +4.0% | +16.7% | +19.6% |
| YTD | +30.5% | +123.1% | -92.6% | +27.0% |
| 1Y | +36.8% | +196.9% | -160.1% | +26.6% |
| All | +36.8% | +205.2% | -168.5% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling