-0.3%
FERG vs HST
+37.9%
-38.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -15.1% | -2.8% | -12.3% | -14.2% |
| 3M | -4.8% | -6.5% | +1.6% | -2.9% |
| 6M | -2.5% | +20.7% | -23.2% | -11.5% |
| YTD | +1.8% | +30.5% | -28.6% | -10.1% |
| 1Y | -0.3% | +36.8% | -37.1% | -11.7% |
| All | -0.3% | +37.9% | -38.2% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling