+20.4%
HUT vs FSLY
+38.2%
-17.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.6% |
| 7D | -10.9% | -22.9% | +12.0% | -8.8% |
| 30D | -32.6% | -44.6% | +11.9% | -29.1% |
| 3M | -33.7% | -41.5% | +7.8% | -30.7% |
| 6M | -42.3% | -20.8% | -21.5% | -41.4% |
| YTD | +23.6% | +59.5% | -36.0% | +23.9% |
| 1Y | +20.4% | +36.1% | -15.8% | +29.0% |
| All | +20.4% | +38.2% | -17.9% | +29.0% |
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