+192.7%
HUT vs FAST
+367.1%
-174.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.2% | +14.4% | +14.5% |
| 7D | -11.4% | +2.1% | -13.4% | -12.6% |
| 30D | -41.0% | +6.9% | -47.9% | -43.5% |
| 3M | -41.9% | +4.8% | -46.8% | -43.8% |
| 6M | -51.7% | +19.8% | -71.4% | -57.1% |
| YTD | +14.6% | +34.9% | -20.3% | -4.8% |
| 1Y | +21.4% | +32.8% | -11.4% | +1.5% |
| 3Y | +359.8% | +93.7% | +266.1% | +200.6% |
| 5Y | -27.5% | +105.3% | -132.8% | -53.9% |
| All | +192.7% | +367.1% | -174.4% | +97.3% |
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