+155.4%
HBAN vs FAST
+506.2%
-350.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -1.5% | +1.8% | -3.3% | -2.4% |
| 30D | -5.5% | -6.4% | +0.9% | -2.3% |
| 3M | -0.2% | +5.3% | -5.6% | -3.3% |
| 6M | +5.2% | +5.4% | -0.2% | +1.4% |
| YTD | -2.3% | +23.6% | -25.9% | -13.5% |
| 1Y | -2.2% | +4.1% | -6.3% | -5.6% |
| 3Y | +73.8% | +92.4% | -18.5% | +19.5% |
| 5Y | +35.2% | +106.1% | -70.9% | -12.1% |
| 10Y | +155.4% | +524.1% | -368.7% | -8.9% |
| All | +155.4% | +506.2% | -350.8% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling