+72.6%
FERG vs HWM
+655.8%
-583.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.7% | +9.8% | +3.0% |
| 7D | +3.4% | -9.2% | +12.5% | +6.8% |
| 30D | -11.5% | -17.9% | +6.4% | -5.3% |
| 3M | +1.3% | -6.0% | +7.3% | +2.8% |
| 6M | -1.0% | -7.4% | +6.4% | +0.6% |
| YTD | +3.2% | +13.1% | -9.9% | -2.9% |
| 1Y | -3.0% | +29.3% | -32.3% | -13.4% |
| 3Y | +55.0% | +389.9% | -334.9% | -23.8% |
| 5Y | +72.6% | +655.5% | -582.9% | -28.9% |
| All | +72.6% | +655.8% | -583.1% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling