+82.9%
HST vs FSLY
-24.5%
+107.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.9% | +5.1% |
| 7D | +0.6% | -22.9% | +23.5% | +2.5% |
| 30D | +14.5% | -44.6% | +59.1% | +19.5% |
| 3M | +15.4% | -41.5% | +56.9% | +19.1% |
| 6M | +22.0% | -20.8% | +42.8% | +22.0% |
| YTD | +54.9% | +59.5% | -4.7% | +38.7% |
| 1Y | +54.0% | +36.1% | +17.8% | +39.9% |
| 3Y | +90.4% | -1.0% | +91.4% | +68.6% |
| 5Y | +84.2% | -66.9% | +151.2% | +64.5% |
| All | +82.9% | -24.5% | +107.3% | +20.0% |
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