+646.9%
HLT vs FAST
+488.9%
+158.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -3.3% | -0.4% | -3.0% | -3.2% |
| 30D | -4.1% | -0.8% | -3.3% | -3.9% |
| 3M | -7.9% | +5.8% | -13.7% | -10.3% |
| 6M | +2.2% | +8.0% | -5.8% | -1.5% |
| YTD | +8.5% | +25.6% | -17.1% | -1.8% |
| 1Y | +12.1% | +0.8% | +11.3% | +10.5% |
| 3Y | +107.6% | +86.1% | +21.5% | +58.0% |
| 5Y | +156.4% | +100.2% | +56.1% | +87.2% |
| 10Y | +566.3% | +494.2% | +72.1% | +203.8% |
| All | +646.9% | +488.9% | +158.0% | +231.8% |
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 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