+621.7%
HPE vs FAST
+610.4%
+11.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 6M | +143.6% | +8.0% | +135.6% | +132.2% |
| YTD | +118.5% | +25.6% | +92.9% | +93.5% |
| 1Y | +129.2% | +0.8% | +128.4% | +125.1% |
| 3Y | +212.5% | +86.1% | +126.4% | +120.6% |
| 5Y | +286.9% | +100.2% | +186.7% | +158.1% |
| 10Y | +432.3% | +494.2% | -61.8% | +107.4% |
| All | +621.7% | +610.4% | +11.3% | +145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling