+55.0%
FERG vs THC
+253.4%
-198.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.6% |
| 7D | +3.4% | -2.6% | +5.9% | +3.7% |
| 30D | -11.5% | -1.2% | -10.3% | -11.4% |
| 3M | +1.3% | +58.9% | -57.7% | -5.9% |
| 6M | -1.0% | +9.3% | -10.3% | -2.5% |
| YTD | +3.2% | +30.4% | -27.1% | -1.5% |
| 1Y | -3.0% | +34.6% | -37.6% | -8.0% |
| 3Y | +55.0% | +246.7% | -191.6% | +27.7% |
| All | +55.0% | +253.4% | -198.4% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling