+239.6%
HUT vs FSLY
+188.8%
+50.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.4% | +2.0% | +6.1% |
| 7D | +28.3% | +3.5% | +24.8% | +28.0% |
| 30D | +12.3% | -6.4% | +18.7% | +12.4% |
| 3M | -16.8% | +10.9% | -27.7% | -18.1% |
| 6M | +111.4% | +6.7% | +104.7% | +108.3% |
| YTD | +116.6% | +111.1% | +5.5% | +107.8% |
| All | +239.6% | +188.8% | +50.7% | +224.0% |
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