+133.5%
FERG vs ALHC
-61.4%
+194.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | +9.7% | +0.3% | +9.5% | +9.7% |
| 30D | +15.0% | -10.6% | +25.6% | +15.6% |
| 3M | +3.8% | -45.3% | +49.1% | +6.4% |
| 6M | +10.6% | -59.7% | +70.3% | +14.3% |
| YTD | +17.0% | -62.7% | +79.7% | +21.1% |
| 1Y | +7.1% | -56.1% | +63.2% | +10.0% |
| 3Y | +67.7% | +21.3% | +46.5% | +60.3% |
| 5Y | +76.4% | -66.0% | +142.4% | +74.7% |
| All | +133.5% | -61.4% | +194.9% | +127.9% |
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