+301.3%
HUT vs FAST
+91.5%
+209.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.9% |
| 7D | -30.8% | +0.7% | -31.5% | -31.1% |
| 30D | -50.2% | +4.6% | -54.8% | -51.2% |
| 3M | -50.5% | +6.4% | -56.8% | -51.9% |
| 6M | -42.9% | +20.6% | -63.5% | -48.2% |
| YTD | 0.0% | +34.7% | -34.6% | -13.5% |
| 1Y | -2.2% | +29.7% | -31.9% | -14.3% |
| All | +301.3% | +91.5% | +209.8% | +400.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling