+105.3%
HAL vs FAST
+100.5%
+4.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.8% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | +17.0% | -0.8% | +17.8% | +17.2% |
| 3M | -9.7% | +5.8% | -15.4% | -11.8% |
| 6M | +8.6% | +8.0% | +0.6% | +4.6% |
| YTD | +33.0% | +25.6% | +7.4% | +20.4% |
| 1Y | +68.3% | +0.8% | +67.5% | +65.8% |
| 3Y | +0.1% | +86.1% | -86.0% | -21.7% |
| All | +105.3% | +100.5% | +4.7% | +53.8% |
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