+86.3%
HUT vs FAST
+100.5%
-14.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.6% |
| 7D | +17.8% | -0.4% | +18.1% | +18.2% |
| 30D | +0.8% | -0.8% | +1.6% | +1.3% |
| 3M | -26.8% | +5.8% | -32.5% | -31.4% |
| 6M | +72.6% | +8.0% | +64.6% | +58.3% |
| YTD | +103.6% | +25.6% | +78.0% | +62.9% |
| 1Y | +265.3% | +0.8% | +264.5% | +249.5% |
| 3Y | +689.4% | +86.1% | +603.3% | +269.7% |
| All | +86.3% | +100.5% | -14.2% | -8.1% |
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