+93.7%
FAST vs HWM
+330.6%
-236.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.3% |
| 7D | +2.1% | +3.3% | -1.2% | +1.3% |
| 30D | +6.9% | -7.6% | +14.5% | +8.1% |
| 3M | +4.8% | -28.9% | +33.8% | +11.2% |
| 6M | +19.8% | -19.7% | +39.4% | +23.5% |
| YTD | +34.9% | +0.5% | +34.4% | +32.1% |
| 1Y | +32.8% | +0.3% | +32.5% | +30.0% |
| 3Y | +93.7% | +325.8% | -232.1% | +31.7% |
| All | +93.7% | +330.6% | -236.9% | +31.7% |
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