-58.5%
HUBS vs FSLY
+1.6%
-60.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -9.0% | +12.5% | -21.5% | -10.7% |
| 30D | +7.2% | -18.8% | +26.1% | +10.1% |
| 3M | +20.9% | +22.7% | -1.8% | +16.7% |
| 6M | -13.0% | -3.7% | -9.3% | -16.8% |
| YTD | -43.8% | +127.5% | -171.4% | -54.4% |
| 1Y | -54.6% | +193.5% | -248.2% | -65.5% |
| 3Y | -58.5% | -1.3% | -57.1% | -61.8% |
| All | -58.5% | +1.6% | -60.0% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling