+351.3%
FERG vs HUBS
+323.9%
+27.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -2.6% | -9.0% | +6.4% | -1.5% |
| 30D | -8.9% | +7.2% | -16.1% | -9.9% |
| 3M | -2.0% | +20.9% | -22.9% | -5.2% |
| 6M | -3.2% | -13.0% | +9.8% | -3.7% |
| YTD | +1.5% | -43.8% | +45.3% | +6.4% |
| 1Y | +0.5% | -54.6% | +55.1% | +8.1% |
| 3Y | +50.4% | -58.5% | +108.9% | +61.8% |
| 5Y | +68.7% | -66.4% | +135.1% | +75.9% |
| All | +351.3% | +323.9% | +27.4% | +303.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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