+1,577.3%
FERG vs THC
+1,137.2%
+440.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.9% |
| 7D | +6.4% | +0.2% | +6.2% | +6.4% |
| 30D | +19.9% | +9.0% | +10.9% | +19.4% |
| 3M | +5.6% | +12.9% | -7.4% | +4.9% |
| 6M | +9.2% | +52.8% | -43.6% | +6.6% |
| YTD | +20.6% | +47.4% | -26.8% | +17.8% |
| 1Y | +5.7% | +47.7% | -42.0% | +3.2% |
| 3Y | +73.6% | +444.7% | -371.1% | +59.0% |
| 5Y | +86.2% | +269.3% | -183.1% | +71.2% |
| 10Y | +440.7% | +1,913.5% | -1,472.9% | +380.1% |
| All | +1,577.3% | +1,137.2% | +440.1% | +1,441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling