+3,936.4%
FAST vs HDB
+3,812.1%
+124.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -0.8% | -2.8% | +2.0% | -0.1% |
| 3M | +5.8% | -3.5% | +9.3% | +6.4% |
| 6M | +8.0% | -24.7% | +32.7% | +16.4% |
| YTD | +25.6% | -36.6% | +62.2% | +42.1% |
| 1Y | +0.8% | -34.4% | +35.2% | +12.7% |
| 3Y | +86.1% | -24.4% | +110.5% | +95.8% |
| 5Y | +100.2% | -35.4% | +135.6% | +116.9% |
| 10Y | +494.2% | +39.5% | +454.6% | +380.1% |
| All | +3,936.4% | +3,812.1% | +124.3% | +1,277.4% |
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