+1,348.4%
FERG vs HBM
+125.0%
+1,223.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.4% |
| 7D | 0.0% | -6.4% | +6.3% | +0.5% |
| 30D | -10.2% | +5.9% | -16.1% | -10.7% |
| 3M | -0.6% | -8.9% | +8.3% | -0.3% |
| 6M | -6.5% | +10.7% | -17.2% | -8.0% |
| YTD | +4.2% | +38.3% | -34.1% | +0.6% |
| 1Y | -2.3% | +121.3% | -123.6% | -9.1% |
| 3Y | +48.5% | +450.6% | -402.1% | +27.9% |
| 5Y | +72.0% | +338.0% | -266.0% | +47.8% |
| 10Y | +369.9% | +578.6% | -208.7% | +287.9% |
| All | +1,348.4% | +125.0% | +1,223.4% | +1,101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling