+2.2%
FERG vs HDB
-29.3%
+31.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | +8.2% | +4.1% | +4.1% | +7.2% |
| 30D | +14.4% | +13.0% | +1.4% | +11.3% |
| 3M | +4.3% | +11.3% | -6.9% | +1.7% |
| 6M | +7.9% | +6.9% | +0.9% | +5.3% |
| YTD | +16.3% | -29.6% | +45.9% | +16.3% |
| 1Y | +2.2% | -29.5% | +31.8% | +1.9% |
| All | +2.2% | -29.3% | +31.6% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling