+247.2%
HD vs FAST
+545.6%
-298.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +5.2% | +4.8% | +0.4% | +2.8% |
| 30D | +20.7% | +8.6% | +12.1% | +15.9% |
| 3M | +0.8% | +5.7% | -4.9% | -2.1% |
| 6M | +12.2% | +25.5% | -13.3% | +0.1% |
| YTD | +4.2% | +39.6% | -35.4% | -12.3% |
| 1Y | -2.6% | +35.5% | -38.0% | -16.8% |
| 3Y | +30.0% | +96.2% | -66.2% | -10.5% |
| 5Y | +8.1% | +110.2% | -102.1% | -29.0% |
| 10Y | +247.2% | +531.8% | -284.7% | +52.1% |
| All | +247.2% | +545.6% | -298.5% | +52.1% |
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