+849.5%
FAST vs HCA
+1,648.5%
-799.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -0.4% | -3.1% | +2.7% | +0.4% |
| 30D | -0.8% | -1.1% | +0.4% | -0.5% |
| 3M | +5.8% | +12.2% | -6.4% | +2.7% |
| 6M | +8.0% | -25.3% | +33.3% | +15.1% |
| YTD | +25.6% | -12.9% | +38.6% | +28.8% |
| 1Y | +0.8% | -0.9% | +1.7% | -0.1% |
| 3Y | +86.1% | +47.6% | +38.5% | +65.2% |
| 5Y | +100.2% | +67.0% | +33.2% | +69.2% |
| 10Y | +494.2% | +471.4% | +22.7% | +267.2% |
| All | +849.5% | +1,648.5% | -799.0% | +327.0% |
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