+505.0%
FERG vs HWM
+1,278.2%
-773.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.6% |
| 7D | +6.4% | +5.0% | +1.5% | +5.7% |
| 30D | +19.9% | +1.5% | +18.4% | +19.5% |
| 3M | +5.6% | -20.3% | +25.9% | +9.0% |
| 6M | +9.2% | -18.0% | +27.3% | +12.2% |
| YTD | +20.6% | +9.5% | +11.1% | +18.5% |
| 1Y | +5.7% | +7.5% | -1.8% | +4.1% |
| 3Y | +73.6% | +355.7% | -282.1% | +40.4% |
| 5Y | +86.2% | +610.2% | -524.0% | +44.2% |
| 10Y | +440.7% | +1,516.8% | -1,076.1% | +256.7% |
| All | +505.0% | +1,278.2% | -773.2% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling