+123.6%
HOOD vs FERG
+101.6%
+22.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.7% |
| 7D | -3.8% | +9.7% | -13.5% | -9.9% |
| 30D | -23.0% | +15.0% | -38.0% | -30.0% |
| 3M | -21.6% | +3.8% | -25.4% | -23.7% |
| 6M | +1.4% | +10.6% | -9.2% | -6.8% |
| YTD | -31.2% | +17.0% | -48.1% | -39.6% |
| 1Y | -35.9% | +7.1% | -43.0% | -40.1% |
| 3Y | +836.9% | +67.7% | +769.2% | +538.9% |
| 5Y | +121.1% | +76.4% | +44.7% | +28.3% |
| All | +123.6% | +101.6% | +22.0% | +49.0% |
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