+7.1%
FERG vs HUT
+47.0%
-39.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +1.0% |
| 7D | +9.7% | +9.3% | +0.4% | +9.2% |
| 30D | +15.0% | -23.1% | +38.1% | +16.1% |
| 3M | +3.8% | -30.6% | +34.3% | +5.0% |
| 6M | +10.6% | -46.9% | +57.5% | +12.9% |
| YTD | +17.0% | +25.3% | -8.3% | +7.9% |
| 1Y | +7.1% | +59.8% | -52.7% | -2.6% |
| All | +7.1% | +47.0% | -39.9% | -2.6% |
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