+392.8%
HL vs FERG
+51.9%
+340.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -4.4% | -2.6% | -1.8% | -3.3% |
| 30D | +9.3% | -8.9% | +18.2% | +13.7% |
| 3M | +32.0% | -2.0% | +34.0% | +32.6% |
| 6M | -6.4% | -3.2% | -3.2% | -5.4% |
| YTD | +3.1% | +1.5% | +1.6% | +3.3% |
| 1Y | +77.6% | +0.5% | +77.1% | +77.0% |
| 3Y | +392.8% | +50.4% | +342.4% | +299.5% |
| All | +392.8% | +51.9% | +340.9% | +299.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling