+595.7%
HAL vs FAST
+71,032.6%
-70,436.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 6M | +8.6% | +8.0% | +0.6% | +5.1% |
| YTD | +33.0% | +25.6% | +7.4% | +22.6% |
| 1Y | +68.3% | +0.8% | +67.5% | +66.0% |
| 3Y | +0.1% | +86.1% | -86.0% | -19.2% |
| 5Y | +102.6% | +100.2% | +2.4% | +57.8% |
| 10Y | +3.8% | +494.2% | -490.4% | -40.9% |
| All | +595.7% | +71,032.6% | -70,436.8% | +92.7% |
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 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