+74.0%
FERG vs HUT
+371.2%
-297.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +8.3% | +2.9% | +10.7% |
| 7D | +7.3% | +3.7% | +3.7% | +6.6% |
| 30D | +18.1% | -32.3% | +50.5% | +20.5% |
| 3M | +1.6% | -35.6% | +37.3% | +3.5% |
| 6M | +8.5% | -42.1% | +50.6% | +10.3% |
| YTD | +18.6% | +24.1% | -5.6% | +12.3% |
| 1Y | +5.7% | +27.9% | -22.2% | -0.7% |
| 3Y | +74.0% | +409.1% | -335.1% | +43.4% |
| All | +74.0% | +371.2% | -297.2% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling