-57.6%
HTZ vs FSLY
+181.7%
-239.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.2% |
| 7D | +7.5% | -10.6% | +18.1% | +7.1% |
| 30D | +47.4% | -20.9% | +68.3% | +46.8% |
| 3M | -54.9% | +3.4% | -58.3% | -55.2% |
| 6M | -47.0% | +2.7% | -49.7% | -46.7% |
| YTD | -55.3% | +102.3% | -157.5% | -53.8% |
| 1Y | -57.6% | +182.1% | -239.7% | -53.1% |
| All | -57.6% | +181.7% | -239.3% | -53.1% |
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