+244.2%
HL vs FAST
+100.5%
+143.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +1.5% | -0.4% | +1.8% | +1.6% |
| 30D | +25.1% | -0.8% | +25.8% | +25.4% |
| 3M | +22.9% | +5.8% | +17.1% | +20.2% |
| 6M | -4.9% | +8.0% | -12.9% | -8.1% |
| YTD | +7.8% | +25.6% | -17.8% | -1.3% |
| 1Y | +133.9% | +0.8% | +133.1% | +131.6% |
| 3Y | +380.9% | +86.1% | +294.8% | +250.8% |
| All | +244.2% | +100.5% | +143.7% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling