+430.3%
FERG vs HST
+145.2%
+285.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | +7.2% | +0.6% | +6.6% | +7.2% |
| 30D | +17.9% | +14.5% | +3.4% | +15.1% |
| 3M | -1.3% | +15.4% | -16.7% | -3.8% |
| 6M | +8.3% | +22.0% | -13.7% | +4.4% |
| YTD | +18.3% | +54.9% | -36.5% | +9.4% |
| 1Y | +4.7% | +54.0% | -49.3% | -3.1% |
| 3Y | +70.3% | +90.4% | -20.2% | +52.0% |
| 5Y | +84.6% | +84.2% | +0.4% | +64.8% |
| All | +430.3% | +145.2% | +285.1% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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