+537.5%
FAST vs HBM
+285.4%
+252.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +5.0% | +5.1% | 0.0% | +4.4% |
| 30D | +8.6% | -15.8% | +24.4% | +10.5% |
| 3M | +6.9% | -22.4% | +29.3% | +9.6% |
| 6M | +29.6% | -20.2% | +49.8% | +31.3% |
| YTD | +41.4% | +9.0% | +32.4% | +36.6% |
| 1Y | +38.5% | +27.4% | +11.2% | +31.1% |
| 3Y | +98.7% | +424.2% | -325.5% | +51.0% |
| 5Y | +108.0% | +196.1% | -88.1% | +64.2% |
| All | +537.5% | +285.4% | +252.0% | +314.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling