+54.1%
HST vs FSLY
-4.2%
+58.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | -1.0% | -10.6% | +9.6% | -0.1% |
| 30D | -12.3% | -20.9% | +8.6% | -11.0% |
| 3M | -6.4% | +3.4% | -9.8% | -7.4% |
| 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% | +15.3% |
| 3Y | +68.4% | -14.6% | +82.9% | +52.3% |
| 5Y | +73.1% | -55.9% | +129.0% | +52.4% |
| All | +54.1% | -4.2% | +58.4% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling