-3.5%
HD vs FERG
+6.5%
-10.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.8% |
| 7D | -1.2% | +6.4% | -7.6% | -3.9% |
| 30D | +20.9% | +19.9% | +1.0% | +11.5% |
| 3M | -0.2% | +5.6% | -5.7% | -2.8% |
| 6M | +14.5% | +9.2% | +5.3% | +9.1% |
| YTD | +4.3% | +20.6% | -16.3% | -4.6% |
| 1Y | -3.5% | +5.7% | -9.2% | -7.9% |
| All | -3.5% | +6.5% | -10.0% | -7.9% |
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 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