+93.4%
FAST vs HWM
+320.3%
-226.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.5% |
| 7D | +0.7% | -2.4% | +3.1% | +0.9% |
| 30D | +4.6% | -13.3% | +17.9% | +7.1% |
| 3M | +6.4% | -31.0% | +37.4% | +13.4% |
| 6M | +20.6% | -17.1% | +37.7% | +23.3% |
| YTD | +34.7% | -1.9% | +36.5% | +32.4% |
| 1Y | +29.7% | -2.4% | +32.1% | +27.6% |
| All | +93.4% | +320.3% | -226.9% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling