+967.7%
FAST vs HCA
+2,088.8%
-1,121.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +4.3% | -0.9% | +5.2% | +4.5% |
| 30D | +8.3% | +10.3% | -2.0% | +5.7% |
| 3M | +6.5% | +23.2% | -16.7% | +1.1% |
| 6M | +29.5% | +19.1% | +10.4% | +23.6% |
| YTD | +41.3% | +9.0% | +32.3% | +37.1% |
| 1Y | +37.4% | +10.2% | +27.2% | +32.8% |
| 3Y | +98.5% | +122.4% | -23.9% | +59.8% |
| 5Y | +111.1% | +116.3% | -5.2% | +67.8% |
| 10Y | +548.6% | +686.6% | -138.0% | +274.3% |
| All | +967.7% | +2,088.8% | -1,121.1% | +354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling