+40.1%
HAL vs FAST
+110.9%
-70.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.9% |
| 7D | -7.9% | +3.8% | -11.7% | -9.1% |
| 30D | -2.1% | +8.1% | -10.1% | -4.7% |
| 3M | +0.4% | +5.8% | -5.4% | -1.7% |
| 6M | -19.2% | +24.9% | -44.1% | -25.8% |
| YTD | +14.4% | +38.9% | -24.6% | -0.2% |
| 1Y | +18.0% | +36.5% | -18.5% | +3.6% |
| 3Y | -9.7% | +98.1% | -107.8% | -31.1% |
| 5Y | +40.1% | +109.3% | -69.2% | -4.3% |
| All | +40.1% | +110.9% | -70.7% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling