+358.9%
FERG vs HST
+97.7%
+261.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.4% | +2.0% | +1.4% | +3.0% |
| 30D | -11.5% | -5.2% | -6.3% | -10.7% |
| 3M | +1.3% | -6.2% | +7.5% | +2.3% |
| 6M | -1.0% | +20.4% | -21.4% | -4.3% |
| YTD | +3.2% | +30.6% | -27.4% | -1.6% |
| 1Y | -3.0% | +37.4% | -40.3% | -8.3% |
| 3Y | +55.0% | +66.1% | -11.1% | +42.2% |
| 5Y | +72.6% | +73.7% | -1.1% | +58.7% |
| 10Y | +358.9% | +99.8% | +259.1% | +346.1% |
| All | +358.9% | +97.7% | +261.3% | +346.1% |
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