+547.9%
FAST vs HIG
+270.3%
+277.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +2.8% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | +8.1% | +4.5% | +3.6% | +6.6% |
| 3M | +5.8% | -5.5% | +11.3% | +7.5% |
| 6M | +24.9% | +3.1% | +21.8% | +23.3% |
| YTD | +38.9% | -0.8% | +39.7% | +38.7% |
| 1Y | +36.5% | +6.1% | +30.4% | +33.4% |
| 3Y | +98.1% | +94.1% | +4.0% | +61.6% |
| 5Y | +109.3% | +106.4% | +2.9% | +66.1% |
| 10Y | +547.9% | +265.1% | +282.8% | +346.7% |
| All | +547.9% | +270.3% | +277.6% | +346.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling