+265.3%
HUT vs FAST
+2.3%
+262.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.2% |
| 7D | +17.8% | -0.4% | +18.1% | +17.7% |
| 30D | +0.8% | -0.8% | +1.6% | +0.8% |
| 3M | -26.8% | +5.8% | -32.5% | -27.1% |
| 6M | +72.6% | +8.0% | +64.6% | +67.9% |
| YTD | +103.6% | +25.6% | +78.0% | +112.5% |
| 1Y | +265.3% | +0.8% | +264.5% | +211.5% |
| All | +265.3% | +2.3% | +262.9% | +211.5% |
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 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