+147.5%
HLT vs FAST
+103.5%
+44.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -1.5% | +1.8% | -3.2% | -2.2% |
| 30D | -1.2% | -6.4% | +5.2% | +1.4% |
| 3M | -10.3% | +5.3% | -15.7% | -12.7% |
| 6M | +1.3% | +5.4% | -4.1% | -1.7% |
| YTD | +7.0% | +23.6% | -16.6% | -3.4% |
| 1Y | +11.9% | +4.1% | +7.8% | +8.5% |
| 3Y | +100.7% | +92.4% | +8.3% | +44.6% |
| 5Y | +147.5% | +106.1% | +41.4% | +71.4% |
| All | +147.5% | +103.5% | +44.0% | +71.4% |
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 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