+298.8%
HPE vs FAST
+100.5%
+198.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.2% | -4.8% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -2.3% | -0.8% | -1.5% | -2.0% |
| 3M | -2.9% | +5.8% | -8.6% | -5.7% |
| 6M | +143.6% | +8.0% | +135.6% | +133.3% |
| YTD | +118.5% | +25.6% | +92.9% | +96.0% |
| 1Y | +129.2% | +0.8% | +128.4% | +125.7% |
| 3Y | +212.5% | +86.1% | +126.4% | +127.6% |
| All | +298.8% | +100.5% | +198.2% | +171.3% |
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