+220.1%
HUT vs FAST
+386.5%
-166.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.8% |
| 7D | +9.3% | +4.2% | +5.2% | +7.2% |
| 30D | -23.1% | +6.7% | -29.8% | -26.0% |
| 3M | -30.6% | +8.0% | -38.6% | -33.8% |
| 6M | -46.9% | +27.4% | -74.3% | -54.3% |
| YTD | +25.3% | +40.5% | -15.2% | +2.1% |
| 1Y | +59.8% | +38.4% | +21.5% | +30.8% |
| 3Y | +467.2% | +98.7% | +368.5% | +266.8% |
| 5Y | -24.6% | +106.7% | -131.3% | -52.6% |
| All | +220.1% | +386.5% | -166.4% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling