+69,298.0%
FAST vs HST
+1,330.6%
+67,967.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | +5.8% | -6.4% | +12.1% | +7.4% |
| 6M | +8.0% | +15.0% | -7.0% | +3.4% |
| YTD | +25.6% | +30.5% | -4.9% | +16.1% |
| 1Y | +0.8% | +35.7% | -34.9% | -8.2% |
| 3Y | +86.1% | +68.4% | +17.7% | +57.8% |
| 5Y | +100.2% | +73.1% | +27.1% | +64.5% |
| 10Y | +494.2% | +92.7% | +401.4% | +338.6% |
| All | +69,298.0% | +1,330.6% | +67,967.4% | +25,861.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling