+242.6%
HL vs FAST
+506.4%
-263.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | +7.1% | +1.3% | +5.8% | +6.6% |
| 30D | +21.4% | -4.7% | +26.2% | +23.3% |
| 3M | +37.4% | +7.9% | +29.5% | +33.9% |
| 6M | +0.4% | +7.4% | -7.0% | -2.3% |
| YTD | +6.7% | +25.1% | -18.4% | -0.8% |
| 1Y | +102.4% | +4.7% | +97.7% | +98.1% |
| 3Y | +417.4% | +94.7% | +322.7% | +305.8% |
| 5Y | +243.3% | +106.8% | +136.6% | +162.2% |
| 10Y | +242.6% | +507.7% | -265.1% | +120.9% |
| All | +242.6% | +506.4% | -263.8% | +120.9% |
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