+1,348.4%
FERG vs HAL
+56.7%
+1,291.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | 0.0% | +2.9% | -3.0% | -0.2% |
| 30D | -10.2% | +17.0% | -27.2% | -11.1% |
| 3M | -0.6% | -9.7% | +9.1% | -0.1% |
| 6M | -6.5% | +8.6% | -15.2% | -7.2% |
| YTD | +4.2% | +33.0% | -28.8% | +2.1% |
| 1Y | -2.3% | +68.3% | -70.6% | -5.7% |
| 3Y | +48.5% | +0.1% | +48.4% | +46.0% |
| 5Y | +72.0% | +102.6% | -30.6% | +66.2% |
| 10Y | +369.9% | +3.8% | +366.1% | +371.6% |
| All | +1,348.4% | +56.7% | +1,291.7% | +1,419.0% |
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