+351.3%
FERG vs HBM
+619.2%
-267.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.6% | -3.3% | +0.7% | -2.3% |
| 30D | -8.9% | -4.8% | -4.1% | -8.5% |
| 3M | -2.0% | -0.4% | -1.6% | -2.5% |
| 6M | -3.2% | +17.9% | -21.1% | -6.0% |
| YTD | +1.5% | +33.7% | -32.2% | -3.0% |
| 1Y | +0.5% | +95.6% | -95.1% | -8.1% |
| 3Y | +50.4% | +458.1% | -407.7% | +21.6% |
| 5Y | +68.7% | +329.0% | -260.3% | +36.1% |
| All | +351.3% | +619.2% | -267.8% | +240.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling