+451.5%
FERG vs HLT
+641.9%
-190.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.0% | -2.6% | +1.6% | -0.4% |
| 30D | -11.8% | -2.6% | -9.2% | -11.3% |
| 3M | -1.2% | -9.4% | +8.2% | +0.9% |
| 6M | -2.3% | +2.7% | -5.0% | -3.2% |
| YTD | +0.8% | +6.8% | -6.0% | -1.0% |
| 1Y | +0.5% | +12.4% | -11.9% | -2.5% |
| 3Y | +51.4% | +100.2% | -48.8% | +30.3% |
| 5Y | +67.5% | +143.7% | -76.2% | +39.2% |
| 10Y | +348.1% | +584.9% | -236.7% | +226.7% |
| All | +451.5% | +641.9% | -190.4% | +289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling