+69.6%
HST vs FSLY
-11.3%
+80.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | -1.0% | -10.6% | +9.6% | -0.2% |
| 30D | -12.3% | -20.9% | +8.6% | -11.1% |
| 3M | -6.4% | +3.4% | -9.8% | -7.3% |
| 6M | +15.0% | +2.7% | +12.3% | +11.0% |
| YTD | +30.5% | +102.3% | -71.7% | +15.8% |
| 1Y | +35.7% | +182.1% | -146.4% | +13.3% |
| All | +69.6% | -11.3% | +80.8% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling