+276.2%
HPE vs FAST
+106.5%
+169.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | +7.9% | +4.2% | +3.7% | +6.1% |
| 30D | -23.5% | +6.7% | -30.2% | -25.6% |
| 3M | -19.1% | +8.0% | -27.1% | -21.8% |
| 6M | +51.4% | +27.4% | +24.0% | +34.9% |
| YTD | +103.4% | +40.5% | +62.9% | +73.1% |
| 1Y | +114.4% | +38.4% | +76.0% | +83.5% |
| 3Y | +224.7% | +98.7% | +126.0% | +128.0% |
| All | +276.2% | +106.5% | +169.8% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling