-46.7%
HUBS vs FSLY
+181.7%
-228.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.7% |
| 7D | -5.0% | -10.6% | +5.6% | -3.9% |
| 30D | -1.0% | -20.9% | +19.9% | +1.2% |
| 3M | +12.4% | +3.4% | +8.9% | +11.9% |
| 6M | -11.1% | +2.7% | -13.9% | -14.1% |
| YTD | -38.3% | +102.3% | -140.6% | -45.8% |
| 1Y | -46.7% | +182.1% | -228.7% | -52.0% |
| All | -46.7% | +181.7% | -228.3% | -52.0% |
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