+164.1%
HON vs FAST
+606.6%
-442.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +2.7% |
| 7D | +2.3% | +3.8% | -1.5% | +0.7% |
| 30D | +10.2% | +8.1% | +2.2% | +6.4% |
| 3M | -6.7% | +5.8% | -12.5% | -9.2% |
| 6M | +3.3% | +24.9% | -21.5% | -7.0% |
| YTD | +13.4% | +38.9% | -25.5% | -3.3% |
| 1Y | +14.7% | +36.5% | -21.8% | -1.5% |
| 3Y | +33.4% | +98.1% | -64.7% | -5.9% |
| 5Y | +12.7% | +109.3% | -96.6% | -23.8% |
| 10Y | +164.1% | +547.9% | -383.8% | +15.5% |
| All | +164.1% | +606.6% | -442.5% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling