+20.1%
HUBS vs FSLY
+7.7%
+12.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | -9.0% | +12.5% | -21.5% | -11.7% |
| 30D | +7.2% | -18.8% | +26.1% | +11.7% |
| 3M | +20.9% | +22.7% | -1.8% | +13.7% |
| 6M | -13.0% | -3.7% | -9.3% | -19.4% |
| YTD | -43.8% | +127.5% | -171.4% | -60.3% |
| 1Y | -54.6% | +193.5% | -248.2% | -71.4% |
| 3Y | -58.5% | -1.3% | -57.1% | -68.6% |
| 5Y | -66.4% | -47.3% | -19.1% | -74.5% |
| All | +20.1% | +7.7% | +12.4% | -37.0% |
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 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