+179.3%
HOOD vs FERG
+70.2%
+109.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.8% |
| 7D | +7.7% | +0.9% | +6.8% | +7.1% |
| 30D | +22.0% | -15.1% | +37.0% | +36.2% |
| 3M | +37.6% | -4.8% | +42.5% | +40.8% |
| 6M | +45.3% | -2.5% | +47.7% | +45.0% |
| YTD | +1.9% | +1.8% | +0.1% | -1.6% |
| 1Y | -2.7% | -0.3% | -2.4% | -4.6% |
| 3Y | +973.4% | +52.9% | +920.5% | +671.5% |
| 5Y | +179.3% | +69.3% | +110.0% | +68.0% |
| All | +179.3% | +70.2% | +109.1% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling