-66.4%
HTZ vs FSLY
+161.0%
-227.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.3% | +9.2% |
| 7D | +18.9% | -22.2% | +41.1% | +18.1% |
| 30D | +26.3% | -19.1% | +45.4% | +25.7% |
| 3M | +49.7% | -15.7% | +65.4% | +49.7% |
| 6M | -61.1% | -23.5% | -37.6% | -61.1% |
| YTD | -56.0% | +106.6% | -162.7% | -55.2% |
| 1Y | -66.4% | +164.3% | -230.7% | -65.3% |
| All | -66.4% | +161.0% | -227.4% | -65.3% |
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