+1,348.4%
FERG vs HST
+233.2%
+1,115.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -10.2% | -12.3% | +2.1% | -8.6% |
| 3M | -0.6% | -6.4% | +5.8% | +0.3% |
| 6M | -6.5% | +15.0% | -21.5% | -8.4% |
| YTD | +4.2% | +30.5% | -26.3% | +0.4% |
| 1Y | -2.3% | +35.7% | -37.9% | -6.3% |
| 3Y | +48.5% | +68.4% | -19.9% | +38.7% |
| 5Y | +72.0% | +73.1% | -1.1% | +60.7% |
| 10Y | +369.9% | +92.7% | +277.2% | +337.2% |
| All | +1,348.4% | +233.2% | +1,115.2% | +1,234.1% |
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