+83.9%
FERG vs THC
+262.3%
-178.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.0% | +9.2% | +10.8% |
| 7D | +7.3% | +7.5% | -0.1% | +5.9% |
| 30D | +18.1% | +9.6% | +8.6% | +16.1% |
| 3M | +1.6% | +10.3% | -8.6% | -0.4% |
| 6M | +8.5% | +51.8% | -43.3% | -0.8% |
| YTD | +18.6% | +45.4% | -26.9% | +8.7% |
| 1Y | +5.7% | +40.8% | -35.1% | -2.5% |
| 3Y | +74.0% | +448.8% | -374.8% | +14.6% |
| 5Y | +83.9% | +263.4% | -179.5% | +26.7% |
| All | +83.9% | +262.3% | -178.4% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling