-93.9%
HTZ vs FSLY
-73.4%
-20.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +3.1% | -11.4% | -8.8% |
| 7D | -14.6% | -31.4% | +16.8% | -9.5% |
| 30D | -20.8% | -37.3% | +16.5% | -15.5% |
| 3M | -18.8% | -30.1% | +11.3% | -16.5% |
| 6M | -74.7% | -49.8% | -24.9% | -73.4% |
| YTD | -68.1% | +55.7% | -123.8% | -74.9% |
| 1Y | -73.5% | +44.5% | -118.0% | -78.8% |
| 3Y | -81.8% | -4.3% | -77.5% | -85.9% |
| 5Y | -95.2% | -68.2% | -27.1% | -96.1% |
| All | -93.9% | -73.4% | -20.5% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling