+1,144.2%
HWM vs FSLY
-26.3%
+1,170.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.5% | +2.3% |
| 7D | +3.4% | -31.4% | +34.8% | +5.6% |
| 30D | -7.5% | -37.3% | +29.8% | -5.3% |
| 3M | -28.9% | -30.1% | +1.2% | -28.1% |
| 6M | -19.6% | -49.8% | +30.2% | -17.9% |
| YTD | +0.6% | +55.7% | -55.1% | -7.8% |
| 1Y | +0.3% | +44.5% | -44.2% | -7.7% |
| 3Y | +326.1% | -4.3% | +330.5% | +284.9% |
| 5Y | +525.2% | -68.2% | +593.3% | +470.4% |
| All | +1,144.2% | -26.3% | +1,170.5% | +796.5% |
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 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