+1,335.0%
FERG vs HIG
+694.0%
+641.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.7% |
| 7D | +3.4% | -1.1% | +4.4% | +3.5% |
| 30D | -11.5% | -4.9% | -6.6% | -11.1% |
| 3M | +1.3% | +6.8% | -5.5% | +0.6% |
| 6M | -1.0% | -1.7% | +0.7% | -0.9% |
| YTD | +3.2% | -0.2% | +3.4% | +3.1% |
| 1Y | -3.0% | +5.7% | -8.7% | -3.6% |
| 3Y | +55.0% | +100.3% | -45.3% | +46.4% |
| 5Y | +72.6% | +118.5% | -45.8% | +62.2% |
| 10Y | +358.9% | +309.7% | +49.2% | +322.6% |
| All | +1,335.0% | +694.0% | +641.1% | +1,214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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