-2.3%
FERG vs THC
+40.9%
-43.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | 0.0% | -0.7% | +0.6% | 0.0% |
| 30D | -10.2% | +1.3% | -11.4% | -10.3% |
| 3M | -0.6% | +64.2% | -64.8% | -6.1% |
| 6M | -6.5% | +8.3% | -14.8% | -6.5% |
| YTD | +4.2% | +33.4% | -29.2% | +1.4% |
| 1Y | -2.3% | +37.7% | -39.9% | -4.1% |
| All | -2.3% | +40.9% | -43.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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