+741.5%
HWM vs FSLY
-55.9%
+797.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | -2.1% | -10.6% | +8.5% | -1.4% |
| 30D | -11.0% | -20.9% | +9.9% | -9.9% |
| 3M | +4.0% | +3.4% | +0.6% | +3.1% |
| 6M | -0.2% | +2.7% | -3.0% | -3.8% |
| YTD | +26.7% | +102.3% | -75.6% | +13.1% |
| 1Y | +44.7% | +182.1% | -137.3% | +24.4% |
| 3Y | +426.1% | -14.6% | +440.7% | +378.4% |
| All | +741.5% | -55.9% | +797.4% | +619.1% |
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