+19.2%
HUBS vs FSLY
+5.6%
+13.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -12.4% | +7.5% | -19.9% | -14.0% |
| 30D | +1.4% | -21.1% | +22.5% | +6.3% |
| 3M | +16.0% | +21.8% | -5.8% | +9.2% |
| 6M | -17.0% | -0.1% | -16.9% | -23.9% |
| YTD | -44.3% | +123.1% | -167.4% | -60.4% |
| 1Y | -54.3% | +208.6% | -262.9% | -71.7% |
| 3Y | -58.4% | -1.3% | -57.1% | -68.6% |
| 5Y | -66.7% | -48.4% | -18.3% | -74.6% |
| All | +19.2% | +5.6% | +13.5% | -37.2% |
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