+13.4%
HL vs FAST
+76,279.5%
-76,266.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +8.9% | +2.1% | +6.9% | +8.6% |
| 30D | -10.1% | +6.9% | -16.9% | -11.2% |
| 3M | -7.0% | +4.8% | -11.9% | -7.9% |
| 6M | -18.8% | +19.8% | -38.5% | -21.7% |
| YTD | -23.1% | +34.9% | -58.0% | -27.5% |
| 1Y | +8.9% | +32.8% | -23.9% | +3.1% |
| 3Y | +255.0% | +93.7% | +161.3% | +210.5% |
| 5Y | +151.5% | +105.3% | +46.2% | +117.0% |
| 10Y | +138.4% | +595.4% | -457.0% | +64.3% |
| All | +13.4% | +76,279.5% | -76,266.1% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling