-36.7%
HUT vs FAST
+102.7%
-139.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.7% |
| 7D | -30.8% | +0.7% | -31.5% | -31.5% |
| 30D | -50.2% | +4.6% | -54.8% | -52.4% |
| 3M | -50.5% | +6.4% | -56.8% | -53.4% |
| 6M | -42.9% | +20.6% | -63.5% | -52.8% |
| YTD | 0.0% | +34.7% | -34.6% | -25.6% |
| 1Y | -2.2% | +29.7% | -31.9% | -25.0% |
| 3Y | +289.4% | +89.9% | +199.5% | +77.6% |
| 5Y | -36.7% | +105.0% | -141.7% | -74.8% |
| All | -36.7% | +102.7% | -139.4% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling