-6.5%
FERG vs THC
+9.3%
-15.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -10.2% |
| 3M | -0.6% | +64.2% | -64.8% | -6.2% |
| 6M | -6.5% | +8.3% | -14.8% | +6.1% |
| All | -6.5% | +9.3% | -15.8% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling