+13.1%
HPQ vs FAST
+106.5%
-93.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +3.2% | +4.2% | -1.0% | +1.3% |
| 30D | -3.6% | +6.7% | -10.3% | -6.4% |
| 3M | -5.3% | +8.0% | -13.3% | -8.7% |
| 6M | +41.1% | +27.4% | +13.7% | +25.5% |
| YTD | +36.9% | +40.5% | -3.6% | +14.7% |
| 1Y | +23.5% | +38.4% | -14.8% | +4.4% |
| 3Y | +19.6% | +98.7% | -79.1% | -19.9% |
| All | +13.1% | +106.5% | -93.4% | -30.1% |
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