+522.9%
HPE vs FAST
+662.8%
-139.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -40.0% |
| 3M | -14.4% | +4.8% | -19.2% | -16.6% |
| 6M | +48.2% | +19.8% | +28.4% | +34.5% |
| YTD | +88.6% | +34.9% | +53.7% | +60.9% |
| 1Y | +94.8% | +32.8% | +62.0% | +67.4% |
| 3Y | +202.7% | +93.7% | +109.0% | +109.7% |
| 5Y | +231.6% | +105.3% | +126.3% | +118.7% |
| 10Y | +361.9% | +595.4% | -233.4% | +64.9% |
| All | +522.9% | +662.8% | -139.9% | +104.2% |
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