+1,348.4%
FERG vs HRB
+304.4%
+1,044.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.3% | +2.5% |
| 7D | 0.0% | -5.7% | +5.6% | +0.2% |
| 30D | -10.2% | +7.9% | -18.1% | -10.5% |
| 3M | -0.6% | +32.1% | -32.7% | -1.7% |
| 6M | -6.5% | +62.2% | -68.8% | -8.5% |
| YTD | +4.2% | +16.4% | -12.2% | +3.4% |
| 1Y | -2.3% | -0.3% | -2.0% | -2.3% |
| 3Y | +48.5% | +36.0% | +12.5% | +46.7% |
| 5Y | +72.0% | +125.2% | -53.2% | +69.1% |
| 10Y | +369.9% | +237.7% | +132.2% | +368.5% |
| All | +1,348.4% | +304.4% | +1,044.0% | +1,458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling