+249.6%
HL vs FAST
+97.8%
+151.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | -11.1% | +4.2% | -15.3% | -12.1% |
| 30D | -12.1% | +6.7% | -18.8% | -13.6% |
| 3M | -26.1% | +8.0% | -34.1% | -27.7% |
| 6M | -37.7% | +27.4% | -65.2% | -41.9% |
| YTD | -31.7% | +40.5% | -72.2% | -37.5% |
| 1Y | -11.6% | +38.4% | -50.0% | -18.8% |
| 3Y | +249.6% | +98.7% | +151.0% | +146.8% |
| All | +249.6% | +97.8% | +151.9% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling