+613.0%
FAST vs HWM
+1,135.2%
-522.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.8% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | +4.6% | -13.3% | +17.9% | +7.8% |
| 3M | +6.4% | -31.0% | +37.4% | +15.3% |
| 6M | +20.6% | -17.1% | +37.7% | +24.5% |
| YTD | +34.7% | -1.9% | +36.5% | +32.9% |
| 1Y | +29.7% | -2.4% | +32.1% | +28.0% |
| 3Y | +89.9% | +322.2% | -232.3% | +27.0% |
| 5Y | +105.0% | +509.8% | -404.9% | +23.8% |
| 10Y | +594.2% | +1,453.8% | -859.6% | +234.0% |
| All | +613.0% | +1,135.2% | -522.2% | +244.7% |
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 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