+1,254.8%
HUT vs FSLY
+5.6%
+1,249.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.7% | -9.3% | -5.3% |
| 7D | +18.9% | +11.2% | +7.7% | +15.1% |
| 30D | +12.0% | -18.2% | +30.1% | +17.4% |
| 3M | -14.9% | +21.9% | -36.8% | -22.8% |
| 6M | +96.8% | +4.0% | +92.8% | +72.6% |
| YTD | +108.8% | +123.1% | -14.3% | +28.0% |
| 1Y | +227.4% | +196.9% | +30.5% | +73.5% |
| 3Y | +760.3% | -1.3% | +761.5% | +498.1% |
| 5Y | +86.1% | -50.2% | +136.3% | +39.6% |
| All | +1,254.8% | +5.6% | +1,249.2% | +553.1% |
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 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