+105.3%
FAST vs PH
+197.3%
-92.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.0% |
| 7D | +2.1% | +2.0% | +0.1% | +1.1% |
| 30D | +6.9% | -3.7% | +10.6% | +8.2% |
| 3M | +4.8% | -14.0% | +18.9% | +11.5% |
| 6M | +19.8% | +2.1% | +17.7% | +17.7% |
| YTD | +34.9% | +5.1% | +29.8% | +30.4% |
| 1Y | +32.8% | +10.9% | +21.8% | +25.2% |
| 3Y | +93.7% | +132.9% | -39.2% | +24.4% |
| All | +105.3% | +197.3% | -92.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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