+18.7%
HOOD vs FERG
+0.8%
+17.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -3.3% |
| 7D | +17.1% | 0.0% | +17.2% | +17.1% |
| 30D | +31.6% | -10.2% | +41.8% | +38.8% |
| 3M | +38.2% | -0.6% | +38.8% | +37.0% |
| 6M | +48.5% | -6.5% | +55.1% | +52.8% |
| YTD | +8.0% | +4.2% | +3.8% | +2.9% |
| 1Y | +18.7% | -2.3% | +20.9% | +20.8% |
| All | +18.7% | +0.8% | +17.8% | +20.8% |
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 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