+69.3%
FERG vs HAL
+112.2%
-42.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | -15.1% | +10.9% | -25.9% | -16.9% |
| 3M | -4.8% | -5.8% | +1.0% | -3.9% |
| 6M | -2.5% | +8.1% | -10.6% | -5.0% |
| YTD | +1.8% | +33.2% | -31.4% | -5.4% |
| 1Y | -0.3% | +74.2% | -74.5% | -13.1% |
| 3Y | +52.9% | -3.7% | +56.6% | +46.4% |
| 5Y | +69.3% | +111.9% | -42.6% | +38.4% |
| All | +69.3% | +112.2% | -42.9% | +38.4% |
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