+1,526.4%
FERG vs HAL
+42.8%
+1,483.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.4% |
| 7D | +9.7% | +6.1% | +3.7% | +9.3% |
| 30D | +15.0% | +2.9% | +12.1% | +14.8% |
| 3M | +3.8% | +3.3% | +0.4% | +3.5% |
| 6M | +10.6% | -16.9% | +27.5% | +11.7% |
| YTD | +17.0% | +21.2% | -4.2% | +15.2% |
| 1Y | +7.1% | +27.5% | -20.5% | +5.1% |
| 3Y | +67.7% | -6.4% | +74.2% | +65.7% |
| 5Y | +76.4% | +58.0% | +18.4% | +71.7% |
| 10Y | +424.2% | -14.6% | +438.9% | +429.0% |
| All | +1,526.4% | +42.8% | +1,483.6% | +1,614.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling