+38.4%
FAST vs HWM
+7.5%
+30.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +4.2% | +7.3% | -3.1% | +3.2% |
| 30D | +6.7% | +1.6% | +5.1% | +6.1% |
| 3M | +8.0% | -21.9% | +29.9% | +11.4% |
| 6M | +27.4% | -19.0% | +46.5% | +30.4% |
| YTD | +40.5% | +7.9% | +32.6% | +34.4% |
| 1Y | +38.4% | +9.9% | +28.4% | +31.9% |
| All | +38.4% | +7.5% | +30.9% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling