+82.5%
HUT vs FSLY
-56.1%
+138.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +7.0% |
| 7D | +17.8% | -10.6% | +28.4% | +22.0% |
| 30D | +0.8% | -20.9% | +21.7% | +6.0% |
| 3M | -26.8% | +3.4% | -30.2% | -30.5% |
| 6M | +72.6% | +2.7% | +69.8% | +47.8% |
| YTD | +103.6% | +102.3% | +1.4% | +17.8% |
| 1Y | +265.3% | +182.1% | +83.2% | +70.6% |
| 3Y | +689.4% | -14.6% | +704.0% | +454.5% |
| All | +82.5% | -56.1% | +138.7% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling