+265.3%
HUT vs FSLY
+181.7%
+83.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +6.4% |
| 7D | +17.8% | -10.6% | +28.4% | +18.6% |
| 30D | +0.8% | -20.9% | +21.7% | +2.1% |
| 3M | -26.8% | +3.4% | -30.2% | -27.5% |
| 6M | +72.6% | +2.7% | +69.8% | +70.5% |
| YTD | +103.6% | +102.3% | +1.4% | +95.8% |
| 1Y | +265.3% | +182.1% | +83.2% | +240.1% |
| All | +265.3% | +181.7% | +83.6% | +240.1% |
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