+245.3%
HD vs FERG
+440.7%
-195.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -1.2% | +6.4% | -7.6% | -2.5% |
| 30D | +20.9% | +19.9% | +1.0% | +16.5% |
| 3M | -0.2% | +5.6% | -5.7% | -1.4% |
| 6M | +14.5% | +9.2% | +5.3% | +12.1% |
| YTD | +4.3% | +20.6% | -16.3% | +0.3% |
| 1Y | -3.5% | +5.7% | -9.2% | -5.0% |
| 3Y | +30.1% | +73.6% | -43.5% | +17.0% |
| 5Y | +8.5% | +86.2% | -77.7% | -5.6% |
| 10Y | +245.3% | +440.7% | -195.4% | +177.9% |
| All | +245.3% | +440.7% | -195.4% | +177.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling