+6,358.4%
FAST vs HIG
+1,002.1%
+5,356.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.8% | -3.2% | +2.4% | -0.1% |
| 3M | +5.8% | +9.1% | -3.4% | +3.7% |
| 6M | +8.0% | -1.8% | +9.8% | +8.2% |
| YTD | +25.6% | +1.8% | +23.9% | +24.9% |
| 1Y | +0.8% | +4.6% | -3.8% | -0.4% |
| 3Y | +86.1% | +101.6% | -15.5% | +59.9% |
| 5Y | +100.2% | +124.5% | -24.3% | +67.3% |
| 10Y | +494.2% | +317.8% | +176.4% | +320.6% |
| All | +6,358.4% | +1,002.1% | +5,356.4% | +2,187.3% |
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