+74,290.4%
FAST vs PH
+23,338.9%
+50,951.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | +0.7% | -3.9% | +4.6% | +2.4% |
| 30D | +4.6% | -9.4% | +14.0% | +9.1% |
| 3M | +6.4% | -10.3% | +16.7% | +11.2% |
| 6M | +20.6% | +2.7% | +17.9% | +18.1% |
| YTD | +34.7% | +2.1% | +32.5% | +31.7% |
| 1Y | +29.7% | +16.2% | +13.4% | +19.1% |
| 3Y | +89.9% | +129.3% | -39.3% | +23.8% |
| 5Y | +105.0% | +191.7% | -86.8% | +16.9% |
| 10Y | +594.2% | +759.2% | -165.1% | +120.8% |
| All | +74,290.4% | +23,338.9% | +50,951.5% | +6,427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling