+315.4%
FERG vs HUT
+240.9%
+74.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.6% | -5.6% | +1.6% |
| 7D | +6.4% | +24.8% | -18.3% | +5.3% |
| 30D | +19.9% | -28.4% | +48.3% | +21.2% |
| 3M | +5.6% | -31.2% | +36.8% | +6.6% |
| 6M | +9.2% | -40.2% | +49.5% | +10.4% |
| YTD | +20.6% | +32.9% | -12.3% | +16.5% |
| 1Y | +5.7% | +39.1% | -33.4% | +1.4% |
| 3Y | +73.6% | +462.8% | -389.2% | +51.0% |
| 5Y | +86.2% | -13.9% | +100.1% | +62.9% |
| All | +315.4% | +240.9% | +74.5% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling