+55.0%
FERG vs HWM
+385.3%
-330.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.7% | +9.8% | +2.3% |
| 7D | +3.4% | -9.2% | +12.5% | +6.2% |
| 30D | -11.5% | -17.9% | +6.4% | -6.3% |
| 3M | +1.3% | -6.0% | +7.3% | +2.5% |
| 6M | -1.0% | -7.4% | +6.4% | +0.4% |
| YTD | +3.2% | +13.1% | -9.9% | -1.6% |
| 1Y | -3.0% | +29.3% | -32.3% | -11.2% |
| 3Y | +55.0% | +389.9% | -334.9% | -3.4% |
| All | +55.0% | +385.3% | -330.3% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling