+6,834.8%
FAST vs HIG
+967.2%
+5,867.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.6% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +6.9% | +5.6% | +1.3% | +5.6% |
| 3M | +4.8% | -6.9% | +11.7% | +6.3% |
| 6M | +19.8% | +1.3% | +18.5% | +19.2% |
| YTD | +34.9% | -1.5% | +36.4% | +35.0% |
| 1Y | +32.8% | +6.6% | +26.2% | +30.6% |
| 3Y | +93.7% | +91.2% | +2.6% | +68.3% |
| 5Y | +105.3% | +106.1% | -0.8% | +74.7% |
| 10Y | +595.4% | +283.7% | +311.6% | +400.7% |
| All | +6,834.8% | +967.2% | +5,867.7% | +2,371.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling