+136.2%
FERG vs ALHC
-59.7%
+196.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.5% |
| 7D | +7.2% | +3.8% | +3.4% | +7.0% |
| 30D | +17.9% | +1.7% | +16.2% | +17.7% |
| 3M | -1.3% | -44.3% | +43.1% | +1.2% |
| 6M | +8.3% | -57.2% | +65.5% | +11.6% |
| YTD | +18.3% | -61.2% | +79.5% | +22.3% |
| 1Y | +4.7% | -53.2% | +57.9% | +7.3% |
| 3Y | +70.3% | +27.8% | +42.4% | +62.3% |
| 5Y | +84.6% | -65.4% | +150.0% | +82.4% |
| All | +136.2% | -59.7% | +196.0% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling