+537.5%
FAST vs HWM
+1,503.5%
-966.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +5.0% | +11.1% | -6.1% | +2.4% |
| 30D | +8.6% | +3.0% | +5.6% | +7.4% |
| 3M | +6.9% | -20.7% | +27.6% | +12.2% |
| 6M | +29.6% | -17.2% | +46.8% | +34.1% |
| YTD | +41.4% | +9.1% | +32.4% | +36.1% |
| 1Y | +38.5% | +9.0% | +29.5% | +33.2% |
| 3Y | +98.7% | +353.8% | -255.1% | +30.6% |
| 5Y | +108.0% | +608.0% | -500.0% | +21.3% |
| All | +537.5% | +1,503.5% | -966.1% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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