+33,950.9%
HD vs FAST
+76,149.7%
-42,198.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.3% |
| 7D | +6.4% | +0.7% | +5.7% | +6.2% |
| 30D | +22.1% | +4.6% | +17.4% | +20.1% |
| 3M | -0.2% | +6.4% | -6.5% | -2.5% |
| 6M | +12.6% | +20.6% | -8.0% | +5.2% |
| YTD | +3.9% | +34.7% | -30.8% | -6.9% |
| 1Y | -3.7% | +29.7% | -33.4% | -12.6% |
| 3Y | +27.9% | +89.9% | -62.1% | 0.0% |
| 5Y | +7.8% | +105.0% | -97.1% | -18.1% |
| 10Y | +269.4% | +594.2% | -324.8% | +81.4% |
| All | +33,950.9% | +76,149.7% | -42,198.8% | +3,358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling