+365.4%
HPE vs FAST
+606.6%
-241.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +4.8% |
| 7D | -7.1% | +3.8% | -11.0% | -8.8% |
| 30D | -35.3% | +8.1% | -43.4% | -37.7% |
| 3M | -10.4% | +5.8% | -16.2% | -13.0% |
| 6M | +52.5% | +24.9% | +27.6% | +35.8% |
| YTD | +100.3% | +38.9% | +61.4% | +69.0% |
| 1Y | +106.4% | +36.5% | +69.9% | +75.5% |
| 3Y | +227.4% | +98.1% | +129.3% | +125.7% |
| 5Y | +250.6% | +109.3% | +141.3% | +130.3% |
| 10Y | +365.4% | +547.9% | -182.6% | +95.2% |
| All | +365.4% | +606.6% | -241.2% | +95.2% |
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