+55.5%
JHX vs FSLY
+181.7%
-126.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.6% |
| 7D | +1.5% | -10.6% | +12.2% | +1.6% |
| 30D | +7.2% | -20.9% | +28.1% | +7.4% |
| 3M | +29.9% | +3.4% | +26.5% | +30.1% |
| 6M | +35.4% | +2.7% | +32.6% | +37.3% |
| YTD | +46.5% | +102.3% | -55.8% | +52.4% |
| 1Y | +55.5% | +182.1% | -126.5% | +64.9% |
| All | +55.5% | +181.7% | -126.1% | +64.9% |
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