-54.6%
HUBS vs FSLY
+210.9%
-265.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -9.0% | +12.5% | -21.5% | -10.2% |
| 30D | +7.2% | -18.8% | +26.1% | +9.2% |
| 3M | +20.9% | +22.7% | -1.8% | +18.4% |
| 6M | -13.0% | -3.7% | -9.3% | -15.4% |
| YTD | -43.8% | +127.5% | -171.4% | -51.2% |
| 1Y | -54.6% | +193.5% | -248.2% | -57.8% |
| All | -54.6% | +210.9% | -265.5% | -57.8% |
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