+34.8%
FAST vs HBM
+36.9%
-2.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.0% | -6.0% | +2.5% |
| 7D | +3.8% | +5.0% | -1.2% | +3.5% |
| 30D | +8.1% | -12.7% | +20.8% | +8.7% |
| 3M | +5.8% | -17.4% | +23.2% | +6.6% |
| 6M | +24.9% | -8.9% | +33.7% | +24.5% |
| YTD | +38.9% | +14.9% | +24.0% | +33.9% |
| All | +34.8% | +36.9% | -2.1% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling