+107.2%
FAST vs HDB
-35.4%
+142.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -0.8% | -2.8% | +2.0% | -0.2% |
| 3M | +5.8% | -3.5% | +9.3% | +6.3% |
| 6M | +8.0% | -24.7% | +32.7% | +14.3% |
| YTD | +25.6% | -36.6% | +62.2% | +37.9% |
| 1Y | +0.8% | -34.4% | +35.2% | +9.7% |
| 3Y | +86.1% | -24.4% | +110.5% | +93.6% |
| All | +107.2% | -35.4% | +142.6% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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