+225.5%
HOOD vs FERG
+73.7%
+151.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | -9.1% | -1.0% | -8.1% | -8.5% |
| 30D | +20.1% | -11.8% | +31.9% | +30.7% |
| 3M | +31.2% | -1.2% | +32.5% | +31.1% |
| 6M | +44.3% | -2.3% | +46.6% | +43.8% |
| YTD | +0.2% | +0.8% | -0.6% | -2.5% |
| 1Y | -3.5% | +0.5% | -4.0% | -5.8% |
| 3Y | +955.2% | +51.4% | +903.8% | +673.6% |
| 5Y | +175.3% | +67.5% | +107.8% | +76.4% |
| All | +225.5% | +73.7% | +151.7% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling