+701.8%
HUT vs FSLY
-24.5%
+726.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.9% |
| 7D | -10.9% | -22.9% | +12.0% | -4.8% |
| 30D | -32.6% | -44.6% | +11.9% | -20.5% |
| 3M | -33.7% | -41.5% | +7.8% | -25.1% |
| 6M | -42.3% | -20.8% | -21.5% | -42.1% |
| YTD | +23.6% | +59.5% | -36.0% | -18.3% |
| 1Y | +20.4% | +36.1% | -15.8% | -16.0% |
| 3Y | +423.2% | -1.0% | +424.2% | +247.4% |
| 5Y | -19.4% | -66.9% | +47.5% | -33.7% |
| All | +701.8% | -24.5% | +726.3% | +316.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling