+140.3%
JHX vs FSLY
+7.7%
+132.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -6.3% | +12.5% | -18.8% | -7.5% |
| 30D | -7.7% | -18.8% | +11.1% | -6.1% |
| 3M | +19.2% | +22.7% | -3.5% | +15.8% |
| 6M | +38.3% | -3.7% | +42.0% | +34.2% |
| YTD | +37.2% | +127.5% | -90.3% | +18.4% |
| 1Y | +42.3% | +193.5% | -151.3% | +17.1% |
| 3Y | -4.4% | -1.3% | -3.1% | -15.4% |
| 5Y | -26.4% | -47.3% | +21.0% | -36.8% |
| All | +140.3% | +7.7% | +132.6% | +71.6% |
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