+537.4%
HWM vs FSLY
-68.3%
+605.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.5% | +2.3% |
| 7D | +3.4% | -31.4% | +34.8% | +5.8% |
| 30D | -7.5% | -37.3% | +29.8% | -5.1% |
| 3M | -28.9% | -30.1% | +1.2% | -28.0% |
| 6M | -19.6% | -49.8% | +30.2% | -17.7% |
| YTD | +0.6% | +55.7% | -55.1% | -9.7% |
| 1Y | +0.3% | +44.5% | -44.2% | -9.4% |
| 3Y | +326.1% | -4.3% | +330.5% | +273.8% |
| All | +537.4% | -68.3% | +605.7% | +513.1% |
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