-19.1%
HAL vs FAST
+606.6%
-625.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -1.4% |
| 7D | -7.9% | +3.8% | -11.7% | -9.7% |
| 30D | -2.1% | +8.1% | -10.1% | -6.1% |
| 3M | +0.4% | +5.8% | -5.4% | -2.8% |
| 6M | -19.2% | +24.9% | -44.1% | -28.8% |
| YTD | +14.4% | +38.9% | -24.6% | -6.0% |
| 1Y | +18.0% | +36.5% | -18.5% | -2.2% |
| 3Y | -9.7% | +98.1% | -107.8% | -40.5% |
| 5Y | +40.1% | +109.3% | -69.2% | -13.3% |
| 10Y | -19.1% | +547.9% | -567.0% | -69.0% |
| All | -19.1% | +606.6% | -625.7% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling