+107.2%
FAST vs HBM
+349.4%
-242.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | -0.4% | -6.4% | +6.0% | +0.2% |
| 30D | -0.8% | +5.9% | -6.7% | -1.3% |
| 3M | +5.8% | -8.9% | +14.7% | +6.2% |
| 6M | +8.0% | +10.7% | -2.7% | +5.9% |
| YTD | +25.6% | +38.3% | -12.6% | +20.2% |
| 1Y | +0.8% | +121.3% | -120.5% | -8.4% |
| 3Y | +86.1% | +450.6% | -364.5% | +48.2% |
| All | +107.2% | +349.4% | -242.2% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling