+507.7%
FAST vs HBM
+599.4%
-91.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.1% |
| 7D | +1.3% | +7.4% | -6.1% | +0.4% |
| 30D | -4.7% | +5.1% | -9.8% | -5.4% |
| 3M | +7.9% | +11.1% | -3.2% | +6.0% |
| 6M | +7.4% | +30.2% | -22.8% | +2.7% |
| YTD | +25.1% | +46.2% | -21.1% | +17.1% |
| 1Y | +4.7% | +120.0% | -115.4% | -7.4% |
| 3Y | +94.7% | +527.4% | -432.7% | +44.9% |
| 5Y | +106.8% | +400.4% | -293.6% | +52.3% |
| 10Y | +507.7% | +621.5% | -113.8% | +259.9% |
| All | +507.7% | +599.4% | -91.8% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling