+105.3%
FAST vs HDB
-23.2%
+128.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +4.2% | +2.7% | +1.4% | +3.6% |
| 30D | +6.7% | +14.1% | -7.5% | +3.7% |
| 3M | +8.0% | +11.8% | -3.8% | +5.3% |
| 6M | +27.4% | +8.2% | +19.3% | +24.7% |
| YTD | +40.5% | -29.3% | +69.8% | +50.4% |
| 1Y | +38.4% | -28.8% | +67.1% | +47.8% |
| 3Y | +98.7% | -7.5% | +106.1% | +96.4% |
| All | +105.3% | -23.2% | +128.5% | +106.3% |
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