+351.3%
FERG vs HRB
+209.1%
+142.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.6% | -8.0% | +5.5% | -2.2% |
| 30D | -8.9% | -16.0% | +7.1% | -8.1% |
| 3M | -2.0% | +26.9% | -28.9% | -3.6% |
| 6M | -3.2% | +51.1% | -54.3% | -6.0% |
| YTD | +1.5% | +7.1% | -5.6% | +0.9% |
| 1Y | +0.5% | -9.6% | +10.1% | +1.0% |
| 3Y | +50.4% | +25.4% | +25.0% | +47.9% |
| 5Y | +68.7% | +114.9% | -46.2% | +64.3% |
| All | +351.3% | +209.1% | +142.2% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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