+258.7%
FERG vs HUT
+422.3%
-163.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.2% | -3.9% | +2.0% |
| 7D | 0.0% | +17.8% | -17.8% | -0.8% |
| 30D | -10.2% | +0.8% | -11.0% | -10.4% |
| 3M | -0.6% | -26.8% | +26.2% | +0.2% |
| 6M | -6.5% | +72.6% | -79.1% | -10.0% |
| YTD | +4.2% | +103.6% | -99.4% | -0.8% |
| 1Y | -2.3% | +265.3% | -267.5% | -10.0% |
| 3Y | +48.5% | +689.4% | -640.9% | +27.6% |
| 5Y | +72.0% | +75.3% | -3.3% | +47.6% |
| All | +258.7% | +422.3% | -163.6% | +187.9% |
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