-4.8%
HL vs FAST
+36.9%
-41.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.8% | -7.5% |
| 7D | +8.2% | +4.8% | +3.4% | +6.2% |
| 30D | -16.3% | +8.6% | -24.9% | -19.2% |
| 3M | -18.6% | +5.7% | -24.3% | -20.3% |
| 6M | -23.2% | +25.5% | -48.7% | -31.1% |
| YTD | -25.5% | +39.6% | -65.1% | -38.1% |
| 1Y | -4.8% | +35.5% | -40.3% | -20.2% |
| All | -4.8% | +36.9% | -41.7% | -20.2% |
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