+348.1%
FERG vs HDB
+32.9%
+315.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -1.0% | -6.2% | +5.2% | +0.2% |
| 30D | -11.8% | -6.2% | -5.6% | -10.8% |
| 3M | -1.2% | -5.9% | +4.6% | -0.4% |
| 6M | -2.3% | -25.9% | +23.6% | +2.8% |
| YTD | +0.8% | -40.2% | +41.0% | +10.1% |
| 1Y | +0.5% | -38.0% | +38.5% | +8.9% |
| 3Y | +51.4% | -30.5% | +81.9% | +59.1% |
| 5Y | +67.5% | -38.1% | +105.6% | +75.7% |
| All | +348.1% | +32.9% | +315.2% | +336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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