+148.8%
HYG vs FAST
+1,879.8%
-1,731.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -0.4% | +4.2% | -4.5% | -1.0% |
| 30D | +0.7% | +6.7% | -6.0% | -0.3% |
| 3M | -2.1% | +8.0% | -10.1% | -3.3% |
| 6M | -0.8% | +27.4% | -28.2% | -4.5% |
| YTD | +0.3% | +40.5% | -40.2% | -5.2% |
| 1Y | +1.8% | +38.4% | -36.6% | -3.6% |
| 3Y | +24.1% | +98.7% | -74.5% | +10.2% |
| 5Y | +17.7% | +106.7% | -89.0% | +3.0% |
| 10Y | +56.8% | +545.1% | -488.3% | +12.8% |
| All | +148.8% | +1,879.8% | -1,731.0% | +45.2% |
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 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