+1,382.0%
FERG vs HST
+275.4%
+1,106.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.1% | -2.7% | +0.6% | -1.7% |
| 30D | +8.7% | +10.7% | -2.0% | +7.2% |
| 3M | -7.4% | +6.3% | -13.7% | -8.2% |
| 6M | -6.6% | +19.0% | -25.6% | -8.9% |
| YTD | +6.6% | +47.0% | -40.4% | +1.1% |
| 1Y | -3.6% | +53.4% | -57.0% | -9.1% |
| 3Y | +56.4% | +78.0% | -21.6% | +44.6% |
| 5Y | +67.5% | +71.7% | -4.2% | +54.8% |
| 10Y | +434.6% | +146.2% | +288.4% | +385.6% |
| All | +1,382.0% | +275.4% | +1,106.6% | +1,243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling