-25.9%
HUT vs FAST
+110.9%
-136.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +6.0% |
| 7D | +3.7% | +3.8% | -0.2% | +0.3% |
| 30D | -32.3% | +8.1% | -40.4% | -36.9% |
| 3M | -35.6% | +5.8% | -41.4% | -39.0% |
| 6M | -42.1% | +24.9% | -66.9% | -53.5% |
| YTD | +24.1% | +38.9% | -14.8% | -9.8% |
| 1Y | +27.9% | +36.5% | -8.6% | -6.1% |
| 3Y | +409.1% | +98.1% | +311.0% | +123.1% |
| 5Y | -25.9% | +109.3% | -135.3% | -72.2% |
| All | -25.9% | +110.9% | -136.8% | -72.2% |
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