-19.8%
HD vs FERG
+0.8%
-20.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.1% |
| 7D | -2.1% | 0.0% | -2.0% | -2.1% |
| 30D | -8.4% | -10.2% | +1.8% | -5.2% |
| 3M | +4.3% | -0.6% | +4.9% | +4.0% |
| 6M | -11.1% | -6.5% | -4.6% | -10.0% |
| YTD | -4.7% | +4.2% | -8.9% | -5.3% |
| 1Y | -19.8% | -2.3% | -17.5% | -19.7% |
| All | -19.8% | +0.8% | -20.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling