+2.9%
HYG vs FAST
+5.2%
-2.3%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | 0.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | -0.7% | -5.6% | +4.8% | -0.6% |
| 3M | -0.2% | +6.9% | -7.1% | -0.4% |
| 6M | +1.4% | +7.0% | -5.6% | +1.0% |
| YTD | +1.5% | +24.9% | -23.5% | +0.7% |
| 1Y | +2.9% | +6.5% | -3.6% | +1.9% |
| All | +2.9% | +5.2% | -2.3% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling