+1,298.7%
HWM vs FSLY
0.0%
+1,298.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +4.4% | -15.1% | -11.0% |
| 7D | -9.2% | +3.5% | -12.6% | -9.4% |
| 30D | -17.9% | -6.4% | -11.5% | -17.8% |
| 3M | -6.0% | +10.9% | -16.9% | -7.2% |
| 6M | -7.4% | +6.7% | -14.1% | -10.4% |
| YTD | +13.1% | +111.1% | -98.0% | +2.5% |
| 1Y | +29.3% | +185.8% | -156.5% | +13.8% |
| 3Y | +389.9% | -6.6% | +396.5% | +348.0% |
| 5Y | +655.5% | -52.4% | +707.9% | +576.7% |
| All | +1,298.7% | 0.0% | +1,298.7% | +896.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling