-61.1%
HTZ vs FSLY
-24.0%
-37.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.3% | +9.2% |
| 7D | +18.9% | -22.2% | +41.1% | +16.7% |
| 30D | +26.3% | -19.1% | +45.4% | +24.7% |
| 3M | +49.7% | -15.7% | +65.4% | +49.6% |
| 6M | -61.1% | -23.5% | -37.6% | -60.7% |
| All | -61.1% | -24.0% | -37.1% | -60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling