-13.7%
HAL vs FAST
+91.8%
-105.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -12.0% | +2.1% | -14.1% | -12.6% |
| 30D | +0.3% | +6.9% | -6.6% | -2.1% |
| 3M | -1.6% | +4.8% | -6.4% | -3.4% |
| 6M | -20.5% | +19.8% | -40.3% | -26.0% |
| YTD | +14.2% | +34.9% | -20.7% | -0.7% |
| 1Y | +18.9% | +32.8% | -13.9% | +4.0% |
| 3Y | -13.7% | +93.7% | -107.5% | -31.9% |
| All | -13.7% | +91.8% | -105.5% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling