+245.1%
HL vs FERG
+1,315.5%
-1,070.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | +18.8% | -15.1% | +33.9% | +21.3% |
| 3M | +43.7% | -4.8% | +48.6% | +44.6% |
| 6M | -1.0% | -2.5% | +1.4% | -0.7% |
| YTD | +8.7% | +1.8% | +6.9% | +8.8% |
| 1Y | +105.0% | -0.3% | +105.3% | +105.3% |
| 3Y | +427.3% | +52.9% | +374.4% | +407.9% |
| 5Y | +249.3% | +69.3% | +180.0% | +229.6% |
| 10Y | +284.2% | +352.7% | -68.5% | +283.7% |
| All | +245.1% | +1,315.5% | -1,070.4% | +257.8% |
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