+340.5%
HPE vs FAST
+586.8%
-246.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -18.7% | +2.1% | -20.8% | -19.6% |
| 30D | -37.9% | +6.9% | -44.8% | -39.9% |
| 3M | -14.4% | +4.8% | -19.2% | -16.5% |
| 6M | +48.2% | +19.8% | +28.4% | +34.7% |
| YTD | +88.6% | +34.9% | +53.7% | +61.5% |
| 1Y | +94.8% | +32.8% | +62.0% | +67.9% |
| 3Y | +202.7% | +93.7% | +109.0% | +111.4% |
| 5Y | +231.6% | +105.3% | +126.3% | +120.6% |
| All | +340.5% | +586.8% | -246.3% | +94.9% |
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