+23.1%
HPQ vs FAST
+37.0%
-13.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | -3.2% | +4.3% | -7.5% | -4.2% |
| 30D | -3.0% | +8.3% | -11.4% | -4.8% |
| 3M | +0.6% | +6.5% | -5.9% | -0.8% |
| 6M | +36.6% | +29.5% | +7.1% | +27.6% |
| YTD | +35.0% | +41.3% | -6.3% | +15.8% |
| 1Y | +23.1% | +37.4% | -14.3% | +7.2% |
| All | +23.1% | +37.0% | -13.9% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling