+30.2%
HWM vs FSLY
+205.2%
-175.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.3% |
| 7D | -8.0% | +11.2% | -19.2% | -8.4% |
| 30D | -18.0% | -18.2% | +0.2% | -17.5% |
| 3M | -9.5% | +21.9% | -31.4% | -10.2% |
| 6M | -8.4% | +4.0% | -12.4% | -11.1% |
| YTD | +13.6% | +123.1% | -109.5% | +2.3% |
| 1Y | +30.2% | +196.9% | -166.6% | +16.8% |
| All | +30.2% | +205.2% | -175.0% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling