+105.3%
FAST vs HCA
+106.8%
-1.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.7% |
| 7D | +2.1% | +4.6% | -2.5% | +0.9% |
| 30D | +6.9% | +12.7% | -5.8% | +3.8% |
| 3M | +4.8% | +21.3% | -16.4% | -0.1% |
| 6M | +19.8% | +15.7% | +4.1% | +15.1% |
| YTD | +34.9% | +6.6% | +28.3% | +31.6% |
| 1Y | +32.8% | +5.7% | +27.0% | +29.5% |
| 3Y | +93.7% | +119.2% | -25.5% | +51.5% |
| All | +105.3% | +106.8% | -1.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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