-11.1%
HUM vs FSLY
-0.4%
-10.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | +7.5% | -9.0% | -1.5% |
| 30D | +7.5% | -21.1% | +28.6% | +7.8% |
| 3M | +10.2% | +21.8% | -11.6% | +9.7% |
| 6M | +132.5% | -0.1% | +132.7% | +131.5% |
| YTD | +57.6% | +123.1% | -65.5% | +56.0% |
| 1Y | +48.6% | +208.6% | -160.0% | +46.4% |
| All | -11.1% | -0.4% | -10.7% | -14.0% |
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 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