+424.2%
FERG vs HWM
+1,487.1%
-1,062.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +9.7% | +7.3% | +2.5% | +8.6% |
| 30D | +15.0% | +1.6% | +13.5% | +14.6% |
| 3M | +3.8% | -21.9% | +25.6% | +7.4% |
| 6M | +10.6% | -19.0% | +29.7% | +13.8% |
| YTD | +17.0% | +7.9% | +9.0% | +15.2% |
| 1Y | +7.1% | +9.9% | -2.8% | +5.2% |
| 3Y | +67.7% | +342.1% | -274.4% | +37.1% |
| 5Y | +76.4% | +600.8% | -524.4% | +38.1% |
| All | +424.2% | +1,487.1% | -1,062.8% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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