+105.3%
FAST vs HST
+82.3%
+23.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +4.2% | +3.6% | +0.6% | +3.0% |
| 30D | +6.7% | +11.2% | -4.5% | +3.0% |
| 3M | +8.0% | +13.1% | -5.1% | +3.7% |
| 6M | +27.4% | +23.9% | +3.5% | +18.2% |
| YTD | +40.5% | +52.3% | -11.8% | +21.7% |
| 1Y | +38.4% | +56.7% | -18.3% | +18.7% |
| 3Y | +98.7% | +87.5% | +11.2% | +58.6% |
| All | +105.3% | +82.3% | +23.0% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling