+205.5%
HD vs FAST
+492.5%
-287.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.6% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | -8.4% | -0.8% | -7.6% | -8.1% |
| 3M | +4.3% | +5.8% | -1.4% | +1.4% |
| 6M | -11.1% | +8.0% | -19.1% | -14.8% |
| YTD | -4.7% | +25.6% | -30.3% | -15.4% |
| 1Y | -19.8% | +0.8% | -20.6% | -21.1% |
| 3Y | +4.1% | +86.1% | -82.0% | -26.6% |
| 5Y | +10.3% | +100.2% | -89.9% | -25.5% |
| All | +205.5% | +492.5% | -287.0% | +35.1% |
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