-13.5%
HAL vs FAST
+91.5%
-105.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -11.1% | +0.7% | -11.8% | -11.3% |
| 30D | -2.4% | +4.6% | -7.1% | -4.1% |
| 3M | +0.8% | +6.4% | -5.6% | -1.6% |
| 6M | -22.8% | +20.6% | -43.4% | -28.4% |
| YTD | +14.5% | +34.7% | -20.2% | -0.4% |
| 1Y | +20.2% | +29.7% | -9.5% | +6.2% |
| All | -13.5% | +91.5% | -105.0% | -31.7% |
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