+39.4%
HBAN vs FAST
+109.1%
-69.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.5% |
| 7D | +0.7% | -0.4% | +1.0% | +0.8% |
| 30D | -3.2% | -0.8% | -2.5% | -3.0% |
| 3M | +4.0% | +5.8% | -1.8% | +0.8% |
| 6M | +3.1% | +8.0% | -4.8% | -1.6% |
| YTD | 0.0% | +25.6% | -25.6% | -11.6% |
| 1Y | -1.2% | +0.8% | -2.0% | -2.8% |
| 3Y | +72.5% | +86.1% | -13.6% | +23.4% |
| All | +39.4% | +109.1% | -69.7% | -7.8% |
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