+106.8%
FAST vs HIG
+122.5%
-15.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.7% |
| 30D | -4.7% | -4.9% | +0.2% | -2.9% |
| 3M | +7.9% | +6.8% | +1.1% | +4.8% |
| 6M | +7.4% | -1.7% | +9.1% | +7.8% |
| YTD | +25.1% | -0.2% | +25.3% | +24.6% |
| 1Y | +4.7% | +5.7% | -1.0% | +1.6% |
| 3Y | +94.7% | +100.3% | -5.6% | +45.9% |
| 5Y | +106.8% | +118.5% | -11.7% | +43.3% |
| All | +106.8% | +122.5% | -15.8% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling