-93.4%
HTZ vs FSLY
-74.2%
-19.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -26.9% | +6.1% | -16.7% |
| 7D | -7.7% | -40.0% | +32.3% | -0.4% |
| 30D | -13.1% | -39.7% | +26.6% | -6.8% |
| 3M | +14.7% | -40.9% | +55.7% | +20.5% |
| 6M | -70.6% | -52.5% | -18.1% | -68.8% |
| YTD | -65.2% | +51.1% | -116.3% | -72.5% |
| 1Y | -73.2% | +90.6% | -163.8% | -80.4% |
| 3Y | -80.8% | -12.4% | -68.4% | -84.8% |
| 5Y | -94.8% | -69.1% | -25.7% | -95.7% |
| All | -93.4% | -74.2% | -19.2% | -94.7% |
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 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