+50.9%
FERG vs HBM
+506.5%
-455.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | +0.9% | +5.5% | -4.6% | 0.0% |
| 30D | -15.1% | +3.3% | -18.3% | -15.7% |
| 3M | -4.8% | +12.7% | -17.5% | -7.4% |
| 6M | -2.5% | +28.2% | -30.7% | -8.4% |
| YTD | +1.8% | +45.3% | -43.5% | -6.9% |
| 1Y | -0.3% | +121.7% | -122.0% | -15.8% |
| All | +50.9% | +506.5% | -455.7% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling