+103.3%
FERG vs ALHC
-31.6%
+134.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.2% |
| 7D | +0.9% | -4.1% | +5.0% | +1.1% |
| 30D | -15.1% | -5.4% | -9.6% | -14.9% |
| 3M | -4.8% | -32.1% | +27.3% | -3.5% |
| 6M | -2.5% | -28.5% | +26.0% | -1.7% |
| YTD | +1.8% | -34.0% | +35.8% | +2.9% |
| 1Y | -0.3% | -20.9% | +20.6% | -0.1% |
| 3Y | +52.9% | +151.5% | -98.6% | +40.8% |
| 5Y | +69.3% | -28.8% | +98.1% | +63.0% |
| All | +103.3% | -31.6% | +134.9% | +93.6% |
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