+250.6%
FERG vs HUT
+435.6%
-185.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.2% |
| 7D | +0.9% | +18.9% | -18.0% | +0.1% |
| 30D | -15.1% | +12.0% | -27.0% | -15.7% |
| 3M | -4.8% | -14.9% | +10.0% | -4.7% |
| 6M | -2.5% | +96.8% | -99.3% | -6.7% |
| YTD | +1.8% | +108.8% | -107.0% | -3.2% |
| 1Y | -0.3% | +227.4% | -227.7% | -7.8% |
| 3Y | +52.9% | +760.3% | -707.4% | +30.9% |
| 5Y | +69.3% | +86.1% | -16.8% | +45.0% |
| All | +250.6% | +435.6% | -185.0% | +181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling