+26.7%
HYG vs FAST
+91.5%
-64.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -0.1% | -4.7% | +4.7% | +0.3% |
| 3M | +1.0% | +7.9% | -7.0% | +0.4% |
| 6M | +2.3% | +7.4% | -5.1% | +1.6% |
| YTD | +2.1% | +25.1% | -22.9% | +0.1% |
| 1Y | +3.8% | +4.7% | -0.9% | +3.3% |
| 3Y | +26.7% | +94.7% | -68.0% | +19.6% |
| All | +26.7% | +91.5% | -64.8% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling