+4,234.2%
FAST vs HDB
+4,142.9%
+91.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +2.1% | +13.3% | -11.3% | -1.6% |
| 30D | +6.9% | +13.6% | -6.7% | +2.9% |
| 3M | +4.8% | +5.8% | -0.9% | +2.7% |
| 6M | +19.8% | -1.9% | +21.7% | +19.4% |
| YTD | +34.9% | -31.2% | +66.1% | +48.5% |
| 1Y | +32.8% | -29.6% | +62.3% | +45.1% |
| 3Y | +93.7% | -10.1% | +103.8% | +93.3% |
| 5Y | +105.3% | -24.3% | +129.6% | +111.8% |
| 10Y | +595.4% | +59.3% | +536.1% | +438.7% |
| All | +4,234.2% | +4,142.9% | +91.3% | +1,339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling