+1.7%
HUT vs FSLY
+161.0%
-159.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -0.2% | -23.1% | -23.2% |
| 7D | -29.5% | -22.2% | -7.4% | -28.3% |
| 30D | -45.2% | -19.1% | -26.1% | -44.4% |
| 3M | -51.6% | -15.7% | -35.9% | -51.1% |
| 6M | -37.3% | -23.5% | -13.8% | -37.0% |
| YTD | +6.5% | +106.6% | -100.1% | +7.6% |
| 1Y | +1.7% | +164.3% | -162.5% | +4.2% |
| All | +1.7% | +161.0% | -159.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling