+1,563.8%
HD vs FERG
+1,348.4%
+215.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.6% |
| 7D | -2.1% | 0.0% | -2.0% | -2.0% |
| 30D | -8.4% | -10.2% | +1.8% | -7.0% |
| 3M | +4.3% | -0.6% | +4.9% | +4.3% |
| 6M | -11.1% | -6.5% | -4.6% | -10.4% |
| YTD | -4.7% | +4.2% | -8.9% | -5.3% |
| 1Y | -19.8% | -2.3% | -17.5% | -19.8% |
| 3Y | +4.1% | +48.5% | -44.4% | -1.4% |
| 5Y | +10.3% | +72.0% | -61.7% | +2.1% |
| 10Y | +203.2% | +369.9% | -166.7% | +166.8% |
| All | +1,563.8% | +1,348.4% | +215.4% | +1,281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling