+65.0%
FERG vs HST
+71.5%
-6.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.1% | -2.7% | +0.6% | -0.9% |
| 30D | +8.7% | +10.7% | -2.0% | +4.1% |
| 3M | -7.4% | +6.3% | -13.7% | -9.8% |
| 6M | -6.6% | +19.0% | -25.6% | -13.8% |
| YTD | +6.6% | +47.0% | -40.4% | -10.3% |
| 1Y | -3.6% | +53.4% | -57.0% | -20.5% |
| 3Y | +56.4% | +78.0% | -21.6% | +19.4% |
| All | +65.0% | +71.5% | -6.5% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling