+74.0%
FERG vs THC
+428.0%
-353.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.0% | +9.2% | +10.9% |
| 7D | +7.3% | +7.5% | -0.1% | +6.2% |
| 30D | +18.1% | +9.6% | +8.6% | +16.5% |
| 3M | +1.6% | +10.3% | -8.6% | +0.1% |
| 6M | +8.5% | +51.8% | -43.3% | +1.3% |
| YTD | +18.6% | +45.4% | -26.9% | +11.1% |
| 1Y | +5.7% | +40.8% | -35.1% | -0.5% |
| 3Y | +74.0% | +448.8% | -374.8% | +37.5% |
| All | +74.0% | +428.0% | -353.9% | +37.5% |
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