+720.6%
HUT vs FAST
+86.1%
+634.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.9% |
| 7D | +17.8% | -0.4% | +18.1% | +18.0% |
| 30D | +0.8% | -0.8% | +1.6% | +1.1% |
| 3M | -26.8% | +5.8% | -32.5% | -29.2% |
| 6M | +72.6% | +8.0% | +64.6% | +64.6% |
| YTD | +103.6% | +25.6% | +78.0% | +81.5% |
| 1Y | +265.3% | +0.8% | +264.5% | +260.1% |
| All | +720.6% | +86.1% | +634.5% | +591.9% |
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