+76.6%
HUM vs FSLY
+7.7%
+68.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.2% |
| 7D | +2.1% | +12.5% | -10.4% | +1.7% |
| 30D | +5.4% | -18.8% | +24.2% | +6.0% |
| 3M | +11.4% | +22.7% | -11.3% | +10.4% |
| 6M | +141.5% | -3.7% | +145.2% | +139.3% |
| YTD | +61.2% | +127.5% | -66.3% | +54.8% |
| 1Y | +49.2% | +193.5% | -144.4% | +41.5% |
| 3Y | -9.0% | -1.3% | -7.7% | -12.0% |
| 5Y | +7.2% | -47.3% | +54.5% | +3.6% |
| All | +76.6% | +7.7% | +68.9% | +43.8% |
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 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