+3.1%
FERG vs ALHC
-51.4%
+54.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.1% | -7.4% | +2.1% |
| 7D | +7.7% | -0.5% | +8.2% | +7.7% |
| 30D | +11.5% | -4.2% | +15.7% | +11.5% |
| 3M | -2.4% | -39.8% | +37.4% | +0.5% |
| 6M | -4.0% | -57.7% | +53.8% | -0.3% |
| YTD | +13.4% | -58.8% | +72.1% | +15.3% |
| 1Y | +3.1% | -52.4% | +55.4% | -0.8% |
| All | +3.1% | -51.4% | +54.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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