+105.3%
FAST vs HIG
+104.7%
+0.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +1.1% |
| 7D | +2.1% | +1.1% | +1.0% | +1.6% |
| 30D | +6.9% | +5.6% | +1.3% | +4.5% |
| 3M | +4.8% | -6.9% | +11.7% | +7.7% |
| 6M | +19.8% | +1.3% | +18.5% | +18.5% |
| YTD | +34.9% | -1.5% | +36.4% | +34.8% |
| 1Y | +32.8% | +6.6% | +26.2% | +28.2% |
| 3Y | +93.7% | +91.2% | +2.6% | +46.7% |
| All | +105.3% | +104.7% | +0.6% | +48.0% |
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