+495.9%
HPE vs FAST
+506.4%
-10.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.2% | +8.0% |
| 7D | +10.1% | +1.3% | +8.9% | +9.4% |
| 30D | +5.3% | -4.7% | +10.0% | +7.7% |
| 3M | +12.7% | +7.9% | +4.7% | +7.9% |
| 6M | +167.7% | +7.4% | +160.2% | +156.1% |
| YTD | +135.5% | +25.1% | +110.4% | +109.4% |
| 1Y | +143.4% | +4.7% | +138.7% | +134.9% |
| 3Y | +249.2% | +94.7% | +154.5% | +142.6% |
| 5Y | +343.8% | +106.8% | +237.1% | +193.5% |
| 10Y | +495.9% | +507.7% | -11.8% | +157.6% |
| All | +495.9% | +506.4% | -10.5% | +157.6% |
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 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