+575.3%
FAST vs HWM
+1,473.3%
-898.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.4% |
| 7D | +2.1% | +3.4% | -1.3% | +1.1% |
| 30D | +6.9% | -7.5% | +14.4% | +8.5% |
| 3M | +4.8% | -28.9% | +33.7% | +12.9% |
| 6M | +19.8% | -19.6% | +39.4% | +24.7% |
| YTD | +34.9% | +0.6% | +34.3% | +32.3% |
| 1Y | +32.8% | +0.3% | +32.5% | +30.2% |
| 3Y | +93.7% | +326.1% | -232.4% | +29.1% |
| 5Y | +105.3% | +525.2% | -419.9% | +23.0% |
| All | +575.3% | +1,473.3% | -898.0% | +220.0% |
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