+351.3%
FERG vs HLT
+590.2%
-238.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | -1.6% | -1.0% | -2.2% |
| 30D | -8.9% | -5.0% | -3.9% | -7.7% |
| 3M | -2.0% | -10.4% | +8.3% | +0.6% |
| 6M | -3.2% | +3.2% | -6.4% | -4.3% |
| YTD | +1.5% | +6.7% | -5.2% | -0.5% |
| 1Y | +0.5% | +10.3% | -9.8% | -2.4% |
| 3Y | +50.4% | +99.3% | -48.9% | +27.2% |
| 5Y | +68.7% | +143.7% | -75.0% | +37.1% |
| All | +351.3% | +590.2% | -238.9% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling