+155.5%
HUT vs FAST
+366.3%
-210.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.8% |
| 7D | -30.8% | +0.7% | -31.5% | -31.3% |
| 30D | -50.2% | +4.6% | -54.8% | -51.7% |
| 3M | -50.5% | +6.4% | -56.8% | -52.4% |
| 6M | -42.9% | +20.6% | -63.5% | -49.5% |
| YTD | 0.0% | +34.7% | -34.6% | -16.8% |
| 1Y | -2.2% | +29.7% | -31.9% | -17.1% |
| 3Y | +289.4% | +89.9% | +199.5% | +157.5% |
| 5Y | -36.7% | +105.0% | -141.7% | -59.7% |
| All | +155.5% | +366.3% | -210.8% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling