-4.6%
HD vs FAST
+32.0%
-36.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +5.7% |
| 7D | +11.9% | +3.4% | +8.5% | +10.3% |
| 30D | +26.4% | +5.5% | +20.9% | +23.2% |
| 3M | +2.8% | +7.6% | -4.8% | -0.8% |
| 6M | +15.5% | +19.8% | -4.3% | +5.7% |
| YTD | +5.5% | +35.5% | -29.9% | -10.5% |
| 1Y | -4.6% | +31.6% | -36.2% | -18.5% |
| All | -4.6% | +32.0% | -36.6% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling