+34.8%
FAST vs HIG
+6.8%
+28.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.8% |
| 3M | +5.8% | -5.5% | +11.3% | +7.3% |
| 6M | +24.9% | +3.1% | +21.8% | +23.4% |
| YTD | +38.9% | -0.8% | +39.7% | +38.7% |
| All | +34.8% | +6.8% | +28.0% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling