+135.5%
HL vs FAST
+545.6%
-410.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.8% | -7.4% |
| 7D | +8.2% | +4.8% | +3.4% | +6.7% |
| 30D | -16.3% | +8.6% | -24.9% | -18.5% |
| 3M | -18.6% | +5.7% | -24.3% | -20.1% |
| 6M | -23.2% | +25.5% | -48.7% | -28.8% |
| YTD | -25.5% | +39.6% | -65.1% | -33.1% |
| 1Y | -4.8% | +35.5% | -40.3% | -13.7% |
| 3Y | +281.4% | +96.2% | +185.2% | +199.6% |
| 5Y | +137.8% | +110.2% | +27.6% | +79.9% |
| 10Y | +135.5% | +531.8% | -396.4% | +40.7% |
| All | +135.5% | +545.6% | -410.2% | +40.7% |
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