+430.3%
FERG vs HWM
+1,599.0%
-1,168.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +7.2% | -1.8% | +9.0% | +7.5% |
| 30D | +17.9% | -2.7% | +20.6% | +18.2% |
| 3M | -1.3% | -22.7% | +21.5% | +2.4% |
| 6M | +8.3% | -18.9% | +27.3% | +11.4% |
| YTD | +18.3% | +7.1% | +11.3% | +16.7% |
| 1Y | +4.7% | +4.7% | 0.0% | +3.6% |
| 3Y | +70.3% | +345.6% | -275.3% | +39.1% |
| 5Y | +84.6% | +588.3% | -503.6% | +44.8% |
| 10Y | +430.3% | +1,516.2% | -1,085.8% | +278.4% |
| All | +430.3% | +1,599.0% | -1,168.7% | +278.4% |
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