+142.9%
HOOD vs FERG
+108.0%
+35.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +2.7% |
| 7D | -3.2% | +6.4% | -9.7% | -7.3% |
| 30D | -22.6% | +19.9% | -42.5% | -31.6% |
| 3M | -10.4% | +5.6% | -15.9% | -13.8% |
| 6M | +4.7% | +9.2% | -4.5% | -2.8% |
| YTD | -25.2% | +20.6% | -45.9% | -35.7% |
| 1Y | -35.9% | +5.7% | -41.6% | -39.4% |
| 3Y | +927.7% | +73.6% | +854.1% | +585.1% |
| 5Y | +147.5% | +86.2% | +61.3% | +40.8% |
| All | +142.9% | +108.0% | +35.0% | +58.6% |
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