+499.1%
HAL vs FAST
+76,149.7%
-75,650.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +0.8% | +6.4% | -5.6% | -1.4% |
| 6M | -22.8% | +20.6% | -43.4% | -27.7% |
| YTD | +14.5% | +34.7% | -20.2% | +3.1% |
| 1Y | +20.2% | +29.7% | -9.5% | +9.5% |
| 3Y | -15.2% | +89.9% | -105.1% | -32.0% |
| 5Y | +42.5% | +105.0% | -62.4% | +10.1% |
| 10Y | -16.5% | +594.2% | -610.7% | -54.7% |
| All | +499.1% | +76,149.7% | -75,650.6% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling