+72.4%
HUM vs FSLY
+5.6%
+66.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.4% | -0.9% |
| 7D | -0.2% | +11.2% | -11.4% | -0.6% |
| 30D | +3.7% | -18.2% | +21.9% | +4.2% |
| 3M | +10.4% | +21.9% | -11.5% | +9.4% |
| 6M | +125.7% | +4.0% | +121.7% | +123.2% |
| YTD | +57.3% | +123.1% | -65.7% | +51.2% |
| 1Y | +48.6% | +196.9% | -148.2% | +40.9% |
| 3Y | -11.3% | -1.3% | -10.1% | -14.2% |
| 5Y | +0.8% | -50.2% | +51.0% | -2.3% |
| All | +72.4% | +5.6% | +66.8% | +40.5% |
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