-33.8%
HUT vs FSLY
-68.3%
+34.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +3.1% | +11.5% | +13.6% |
| 7D | -11.4% | -31.4% | +20.1% | -0.9% |
| 30D | -41.0% | -37.3% | -3.7% | -32.3% |
| 3M | -41.9% | -30.1% | -11.8% | -38.2% |
| 6M | -51.7% | -49.8% | -1.9% | -45.5% |
| YTD | +14.6% | +55.7% | -41.1% | -29.4% |
| 1Y | +21.4% | +44.5% | -23.1% | -23.0% |
| 3Y | +359.8% | -4.3% | +364.2% | +180.8% |
| All | -33.8% | -68.3% | +34.5% | -41.3% |
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