-2.3%
FERG vs DHI
-16.9%
+14.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +2.8% |
| 7D | 0.0% | -3.1% | +3.1% | +1.2% |
| 30D | -10.2% | -5.5% | -4.7% | -8.4% |
| 3M | -0.6% | -2.2% | +1.6% | -0.2% |
| 6M | -6.5% | -6.0% | -0.6% | -5.4% |
| YTD | +4.2% | 0.0% | +4.2% | +2.4% |
| 1Y | -2.3% | -18.2% | +16.0% | +0.4% |
| All | -2.3% | -16.9% | +14.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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