+36.2%
HPQ vs FAST
+100.5%
-64.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +1.9% |
| 7D | +6.9% | -0.4% | +7.3% | +7.1% |
| 30D | +14.4% | -0.8% | +15.2% | +14.6% |
| 3M | +25.6% | +5.8% | +19.9% | +22.1% |
| 6M | +75.0% | +8.0% | +67.1% | +67.0% |
| YTD | +50.7% | +25.6% | +25.1% | +33.2% |
| 1Y | +18.7% | +0.8% | +17.8% | +16.6% |
| 3Y | +21.5% | +86.1% | -64.6% | -16.3% |
| All | +36.2% | +100.5% | -64.3% | -12.5% |
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 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