+1,335.0%
FERG vs HBM
+137.9%
+1,197.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.4% |
| 7D | +3.4% | +7.4% | -4.0% | +2.8% |
| 30D | -11.5% | +5.1% | -16.6% | -11.9% |
| 3M | +1.3% | +11.1% | -9.9% | +0.1% |
| 6M | -1.0% | +30.2% | -31.2% | -3.8% |
| YTD | +3.2% | +46.2% | -43.0% | -0.8% |
| 1Y | -3.0% | +120.0% | -123.0% | -9.8% |
| 3Y | +55.0% | +527.4% | -472.4% | +32.3% |
| 5Y | +72.6% | +400.4% | -327.7% | +47.2% |
| 10Y | +358.9% | +621.5% | -262.6% | +277.0% |
| All | +1,335.0% | +137.9% | +1,197.1% | +1,084.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling