+105.3%
FAST vs HWM
+522.4%
-417.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.5% |
| 7D | +2.1% | +3.4% | -1.3% | +1.0% |
| 30D | +6.9% | -7.5% | +14.4% | +8.6% |
| 3M | +4.8% | -28.9% | +33.7% | +13.6% |
| 6M | +19.8% | -19.6% | +39.4% | +24.9% |
| YTD | +34.9% | +0.6% | +34.3% | +31.3% |
| 1Y | +32.8% | +0.3% | +32.5% | +29.2% |
| 3Y | +93.7% | +326.1% | -232.4% | +12.5% |
| All | +105.3% | +522.4% | -417.1% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling