+111.1%
FAST vs HDB
-22.2%
+133.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +4.3% | +6.9% | -2.7% | +2.8% |
| 30D | +8.3% | +15.2% | -6.9% | +5.1% |
| 3M | +6.5% | +11.7% | -5.2% | +3.8% |
| 6M | +29.5% | +7.5% | +22.0% | +26.9% |
| YTD | +41.3% | -28.8% | +70.1% | +51.0% |
| 1Y | +37.4% | -29.1% | +66.5% | +46.9% |
| 3Y | +98.5% | -7.0% | +105.5% | +96.1% |
| 5Y | +111.1% | -22.1% | +133.2% | +112.3% |
| All | +111.1% | -22.2% | +133.3% | +112.3% |
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