+12.4%
HLT vs FAST
+4.6%
+7.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.6% | -0.4% | -2.1% | -2.5% |
| 30D | -2.6% | -6.4% | +3.8% | -1.2% |
| 3M | -9.4% | +7.1% | -16.5% | -11.1% |
| 6M | +2.7% | +7.0% | -4.3% | 0.0% |
| YTD | +6.8% | +24.1% | -17.4% | +1.2% |
| 1Y | +12.4% | +4.4% | +8.0% | +4.3% |
| All | +12.4% | +4.6% | +7.7% | +4.3% |
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