-2.3%
FERG vs HUT
+238.9%
-241.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.2% | -3.9% | +1.9% |
| 7D | 0.0% | +17.8% | -17.8% | -1.1% |
| 30D | -10.2% | +0.8% | -11.0% | -10.4% |
| 3M | -0.6% | -26.8% | +26.2% | +0.9% |
| 6M | -6.5% | +72.6% | -79.1% | -13.3% |
| YTD | +4.2% | +103.6% | -99.4% | -4.9% |
| 1Y | -2.3% | +265.3% | -267.5% | -4.6% |
| All | -2.3% | +238.9% | -241.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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