+83.9%
FERG vs HWM
+565.4%
-481.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +5.1% | +6.2% | +9.3% |
| 7D | +7.3% | +1.6% | +5.7% | +6.6% |
| 30D | +18.1% | -3.9% | +22.1% | +19.4% |
| 3M | +1.6% | -23.2% | +24.9% | +11.3% |
| 6M | +8.5% | -20.0% | +28.5% | +16.6% |
| YTD | +18.6% | +5.7% | +12.8% | +13.6% |
| 1Y | +5.7% | +4.9% | +0.9% | +1.5% |
| 3Y | +74.0% | +347.0% | -273.0% | -14.9% |
| 5Y | +83.9% | +563.0% | -479.1% | -26.0% |
| All | +83.9% | +565.4% | -481.5% | -26.0% |
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