+4,226.8%
FAST vs HDB
+4,068.7%
+158.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +0.7% | +13.3% | -12.6% | -3.0% |
| 30D | +4.6% | +10.2% | -5.5% | +1.6% |
| 3M | +6.4% | +3.6% | +2.8% | +4.8% |
| 6M | +20.6% | -0.5% | +21.1% | +19.7% |
| YTD | +34.7% | -32.4% | +67.1% | +49.0% |
| 1Y | +29.7% | -31.1% | +60.7% | +42.6% |
| 3Y | +89.9% | -12.6% | +102.5% | +91.1% |
| 5Y | +105.0% | -25.7% | +130.6% | +112.6% |
| 10Y | +594.2% | +56.5% | +537.7% | +440.5% |
| All | +4,226.8% | +4,068.7% | +158.2% | +1,344.6% |
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