+107.2%
FAST vs HST
+74.0%
+33.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.4% | -1.0% | +0.7% | -0.1% |
| 30D | -0.8% | -12.3% | +11.5% | +3.2% |
| 3M | +5.8% | -6.4% | +12.1% | +7.6% |
| 6M | +8.0% | +15.0% | -7.0% | +2.6% |
| YTD | +25.6% | +30.5% | -4.9% | +14.6% |
| 1Y | +0.8% | +35.7% | -34.9% | -9.4% |
| 3Y | +86.1% | +68.4% | +17.7% | +54.3% |
| All | +107.2% | +74.0% | +33.2% | +69.9% |
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