+107.3%
HBAN vs FAST
+545.6%
-438.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -0.1% | +4.8% | -4.9% | -2.5% |
| 30D | +3.4% | +8.6% | -5.2% | -1.0% |
| 3M | -9.1% | +5.7% | -14.8% | -11.9% |
| 6M | +0.1% | +25.5% | -25.3% | -11.5% |
| YTD | -6.0% | +39.6% | -45.6% | -21.9% |
| 1Y | +4.0% | +35.5% | -31.4% | -12.2% |
| 3Y | +74.5% | +96.2% | -21.7% | +19.5% |
| 5Y | +24.3% | +110.2% | -85.9% | -19.5% |
| 10Y | +107.3% | +531.8% | -424.5% | -17.5% |
| All | +107.3% | +545.6% | -438.3% | -17.5% |
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