+164.7%
HLT vs FAST
+106.5%
+58.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +0.7% | +4.2% | -3.4% | -1.0% |
| 30D | +13.7% | +6.7% | +7.1% | +10.7% |
| 3M | +16.3% | +8.0% | +8.3% | +12.5% |
| 6M | +19.9% | +27.4% | -7.5% | +7.6% |
| YTD | +30.1% | +40.5% | -10.4% | +11.0% |
| 1Y | +38.5% | +38.4% | +0.1% | +19.0% |
| 3Y | +131.0% | +98.7% | +32.4% | +64.3% |
| All | +164.7% | +106.5% | +58.3% | +80.4% |
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