+405.5%
FERG vs HWM
+1,301.3%
-895.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -1.0% | -12.5% | +11.5% | +1.0% |
| 30D | -11.8% | -19.0% | +7.2% | -9.0% |
| 3M | -1.2% | -8.6% | +7.4% | -0.1% |
| 6M | -2.3% | -10.2% | +7.8% | -1.0% |
| YTD | +0.8% | +11.3% | -10.5% | -1.1% |
| 1Y | +0.5% | +24.3% | -23.8% | -3.0% |
| 3Y | +51.4% | +382.3% | -330.9% | +21.7% |
| 5Y | +67.5% | +640.6% | -573.1% | +29.4% |
| All | +405.5% | +1,301.3% | -895.8% | +232.9% |
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