+792.3%
HUT vs FSLY
-7.5%
+799.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.4% | +2.0% | +5.6% |
| 7D | +28.3% | +3.5% | +24.8% | +27.5% |
| 30D | +12.3% | -6.4% | +18.7% | +12.3% |
| 3M | -16.8% | +10.9% | -27.7% | -20.2% |
| 6M | +111.4% | +6.7% | +104.7% | +94.4% |
| YTD | +116.6% | +111.1% | +5.5% | +62.8% |
| 1Y | +290.5% | +185.8% | +104.7% | +159.1% |
| 3Y | +792.3% | -6.6% | +798.9% | +626.5% |
| All | +792.3% | -7.5% | +799.8% | +626.5% |
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 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