+351.3%
FERG vs DHI
+414.5%
-63.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -2.6% | -3.4% | +0.8% | -1.8% |
| 30D | -8.9% | -5.4% | -3.5% | -7.8% |
| 3M | -2.0% | -10.4% | +8.4% | +0.2% |
| 6M | -3.2% | -2.8% | -0.4% | -2.9% |
| YTD | +1.5% | -3.4% | +4.9% | +1.9% |
| 1Y | +0.5% | -22.9% | +23.4% | +5.6% |
| 3Y | +50.4% | +20.7% | +29.7% | +43.4% |
| 5Y | +68.7% | +62.1% | +6.6% | +51.0% |
| All | +351.3% | +414.5% | -63.2% | +273.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling