+0.5%
FERG vs DHI
-21.2%
+21.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -2.6% | -3.4% | +0.8% | -1.3% |
| 30D | -8.9% | -5.4% | -3.5% | -7.0% |
| 3M | -2.0% | -10.4% | +8.4% | +1.8% |
| 6M | -3.2% | -2.8% | -0.4% | -3.2% |
| YTD | +1.5% | -3.4% | +4.9% | +1.1% |
| 1Y | +0.5% | -22.9% | +23.4% | +3.3% |
| All | +0.5% | -21.2% | +21.6% | +3.3% |
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