+5.8%
HD vs FAST
+103.6%
-97.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +4.3% | +2.1% | +2.3% | +3.3% |
| 30D | +20.2% | +6.9% | +13.3% | +16.1% |
| 3M | -1.0% | +4.8% | -5.8% | -3.5% |
| 6M | +7.9% | +19.8% | -11.9% | -1.9% |
| YTD | +2.0% | +34.9% | -32.9% | -13.4% |
| 1Y | -4.3% | +32.8% | -37.1% | -18.1% |
| 3Y | +25.9% | +93.7% | -67.8% | -17.3% |
| All | +5.8% | +103.6% | -97.8% | -33.0% |
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