+94.1%
HUT vs FSLY
-54.2%
+148.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.4% | +2.0% | +4.9% |
| 7D | +28.3% | +3.5% | +24.8% | +26.9% |
| 30D | +12.3% | -6.4% | +18.7% | +11.9% |
| 3M | -16.8% | +10.9% | -27.7% | -23.0% |
| 6M | +111.4% | +6.7% | +104.7% | +78.9% |
| YTD | +116.6% | +111.1% | +5.5% | +23.6% |
| 1Y | +290.5% | +185.8% | +104.7% | +82.6% |
| 3Y | +792.3% | -6.6% | +798.9% | +501.2% |
| 5Y | +94.1% | -52.4% | +146.5% | +61.5% |
| All | +94.1% | -54.2% | +148.4% | +61.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling