+409.1%
HUT vs FSLY
-6.2%
+415.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.1% |
| 7D | +3.7% | -22.4% | +26.1% | +8.1% |
| 30D | -32.3% | -45.5% | +13.1% | -24.9% |
| 3M | -35.6% | -30.4% | -5.2% | -32.8% |
| 6M | -42.1% | -22.1% | -20.0% | -41.3% |
| YTD | +24.1% | +57.0% | -32.9% | -0.7% |
| 1Y | +27.9% | +38.2% | -10.4% | +6.0% |
| 3Y | +409.1% | -2.5% | +411.6% | +289.4% |
| All | +409.1% | -6.2% | +415.3% | +289.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling