-0.3%
FERG vs THC
+40.1%
-40.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.2% | -1.7% |
| 7D | +0.9% | +4.1% | -3.2% | +0.5% |
| 30D | -15.1% | +3.5% | -18.6% | -15.3% |
| 3M | -4.8% | +61.7% | -66.6% | -10.1% |
| 6M | -2.5% | +11.8% | -14.3% | -2.8% |
| YTD | +1.8% | +35.4% | -33.6% | -1.1% |
| 1Y | -0.3% | +37.0% | -37.3% | -2.8% |
| All | -0.3% | +40.1% | -40.4% | -2.8% |
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