+565.1%
FAST vs HWM
+1,494.1%
-929.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | -0.4% | -2.1% | +1.7% | +0.1% |
| 30D | -0.8% | -11.0% | +10.2% | +1.9% |
| 3M | +5.8% | +4.0% | +1.7% | +4.3% |
| 6M | +8.0% | -0.2% | +8.2% | +7.2% |
| YTD | +25.6% | +26.7% | -1.0% | +17.4% |
| 1Y | +0.8% | +44.7% | -43.9% | -9.1% |
| 3Y | +86.1% | +426.1% | -340.0% | +18.7% |
| 5Y | +100.2% | +738.5% | -638.3% | +12.6% |
| All | +565.1% | +1,494.1% | -929.0% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling