+7.4%
HD vs FERG
+72.9%
-65.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -1.2% | +3.4% | -4.6% | -2.4% |
| 30D | -11.1% | -11.5% | +0.4% | -7.0% |
| 3M | +2.0% | +1.3% | +0.8% | +1.2% |
| 6M | -10.5% | -1.0% | -9.5% | -10.6% |
| YTD | -6.9% | +3.2% | -10.1% | -8.5% |
| 1Y | -23.2% | -3.0% | -20.2% | -23.3% |
| 3Y | +3.1% | +55.0% | -52.0% | -17.8% |
| 5Y | +7.4% | +72.6% | -65.3% | -20.9% |
| All | +7.4% | +72.9% | -65.5% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling