+6,127.6%
HON vs FAST
+79,883.0%
-73,755.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.6% |
| 7D | -0.4% | +4.3% | -4.6% | -1.6% |
| 30D | +8.6% | +8.3% | +0.3% | +5.9% |
| 3M | -0.8% | +6.5% | -7.3% | -2.7% |
| 6M | -0.1% | +29.5% | -29.6% | -8.0% |
| YTD | +12.8% | +41.3% | -28.5% | +0.9% |
| 1Y | +10.4% | +37.4% | -27.0% | -0.4% |
| 3Y | +30.5% | +98.5% | -68.1% | +4.1% |
| 5Y | +15.0% | +111.1% | -96.1% | -10.5% |
| 10Y | +160.5% | +548.6% | -388.1% | +43.7% |
| All | +6,127.6% | +79,883.0% | -73,755.4% | +1,359.6% |
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