+5,919.9%
HON vs FAST
+76,279.5%
-70,359.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +0.8% | +2.1% | -1.3% | +0.2% |
| 30D | +5.7% | +6.9% | -1.1% | +3.6% |
| 3M | -8.3% | +4.8% | -13.2% | -9.7% |
| 6M | -2.4% | +19.8% | -22.2% | -7.9% |
| YTD | +9.0% | +34.9% | -25.9% | -1.1% |
| 1Y | +9.2% | +32.8% | -23.6% | -0.5% |
| 3Y | +26.3% | +93.7% | -67.4% | +1.5% |
| 5Y | +9.1% | +105.3% | -96.2% | -14.3% |
| 10Y | +163.4% | +595.4% | -431.9% | +42.6% |
| All | +5,919.9% | +76,279.5% | -70,359.5% | +1,330.8% |
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