+25.6%
HAL vs FAST
+32.0%
-6.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.3% |
| 7D | -7.7% | +3.4% | -11.1% | -8.0% |
| 30D | +0.7% | +5.5% | -4.8% | 0.0% |
| 3M | +2.5% | +7.6% | -5.1% | +1.6% |
| 6M | -20.7% | +19.8% | -40.5% | -22.7% |
| YTD | +18.4% | +35.5% | -17.1% | +4.4% |
| 1Y | +25.6% | +31.6% | -6.0% | +11.4% |
| All | +25.6% | +32.0% | -6.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling