+25.0%
HL vs FAST
+32.0%
-7.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.7% | +11.5% | +12.5% |
| 7D | +0.2% | +3.4% | -3.2% | -0.9% |
| 30D | -12.1% | +5.5% | -17.6% | -13.9% |
| 3M | -2.8% | +7.6% | -10.4% | -5.6% |
| 6M | -14.9% | +19.8% | -34.7% | -21.2% |
| YTD | -22.0% | +35.5% | -57.5% | -31.2% |
| 1Y | +25.0% | +31.6% | -6.6% | +11.3% |
| All | +25.0% | +32.0% | -7.0% | +11.3% |
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