+548.6%
FAST vs HST
+143.8%
+404.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +4.3% | -1.3% | +5.5% | +4.6% |
| 30D | +8.3% | +13.4% | -5.1% | +4.6% |
| 3M | +6.5% | +16.7% | -10.2% | +2.0% |
| 6M | +29.5% | +24.0% | +5.5% | +21.7% |
| YTD | +41.3% | +54.0% | -12.7% | +25.1% |
| 1Y | +37.4% | +55.0% | -17.6% | +21.4% |
| 3Y | +98.5% | +89.3% | +9.2% | +64.6% |
| 5Y | +111.1% | +85.4% | +25.7% | +72.7% |
| 10Y | +548.6% | +137.1% | +411.4% | +381.1% |
| All | +548.6% | +143.8% | +404.8% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling