+2,903.2%
HPQ vs FAST
+71,032.5%
-68,129.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +2.0% |
| 7D | +6.9% | -0.4% | +7.3% | +7.0% |
| 30D | +14.4% | -0.8% | +15.2% | +14.6% |
| 3M | +25.6% | +5.8% | +19.9% | +23.3% |
| 6M | +75.0% | +8.0% | +67.1% | +69.9% |
| YTD | +50.7% | +25.6% | +25.1% | +39.5% |
| 1Y | +18.7% | +0.8% | +17.8% | +17.2% |
| 3Y | +21.5% | +86.1% | -64.6% | -1.4% |
| 5Y | +31.6% | +100.2% | -68.6% | +4.3% |
| 10Y | +216.1% | +494.2% | -278.1% | +80.4% |
| All | +2,903.2% | +71,032.5% | -68,129.3% | +545.8% |
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