+78.0%
FERG vs HAL
+58.8%
+19.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | +9.7% | +6.1% | +3.7% | +8.4% |
| 30D | +15.0% | +2.9% | +12.1% | +14.3% |
| 3M | +3.8% | +3.3% | +0.4% | +2.7% |
| 6M | +10.6% | -16.9% | +27.5% | +14.2% |
| YTD | +17.0% | +21.2% | -4.2% | +10.5% |
| 1Y | +7.1% | +27.5% | -20.5% | 0.0% |
| 3Y | +67.7% | -6.4% | +74.2% | +61.6% |
| All | +78.0% | +58.8% | +19.2% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 5y: compounded portfolio wealth divided by compounded HAL 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…
5y analysis · Full analysis span regression · 6 months rolling