+548.6%
FAST vs HWM
+1,554.5%
-1,005.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.7% |
| 7D | +4.3% | +5.0% | -0.7% | +3.0% |
| 30D | +8.3% | +1.5% | +6.8% | +7.5% |
| 3M | +6.5% | -20.3% | +26.8% | +11.6% |
| 6M | +29.5% | -18.0% | +47.5% | +34.4% |
| YTD | +41.3% | +9.5% | +31.8% | +35.8% |
| 1Y | +37.4% | +7.5% | +29.9% | +32.6% |
| 3Y | +98.5% | +355.7% | -257.1% | +30.3% |
| 5Y | +111.1% | +610.2% | -499.1% | +23.0% |
| 10Y | +548.6% | +1,516.8% | -968.2% | +208.4% |
| All | +548.6% | +1,554.5% | -1,005.9% | +208.4% |
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