-17.4%
HAL vs FAST
+546.1%
-563.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +2.6% | +5.0% | -2.4% | +0.1% |
| 30D | -0.1% | +8.6% | -8.6% | -4.4% |
| 3M | -1.1% | +6.9% | -8.1% | -4.9% |
| 6M | -20.7% | +29.6% | -50.3% | -31.5% |
| YTD | +17.5% | +41.4% | -23.9% | -4.3% |
| 1Y | +24.1% | +38.5% | -14.4% | +2.1% |
| 3Y | -8.4% | +98.7% | -107.1% | -39.7% |
| 5Y | +53.2% | +108.0% | -54.8% | -4.5% |
| All | -17.4% | +546.1% | -563.5% | -67.3% |
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