+82.6%
FERG vs HDB
-22.3%
+104.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | +7.2% | +12.7% | -5.5% | +3.3% |
| 30D | +17.9% | +16.6% | +1.3% | +12.3% |
| 3M | -1.3% | +10.8% | -12.1% | -4.6% |
| 6M | +8.3% | +3.8% | +4.5% | +6.2% |
| YTD | +18.3% | -28.9% | +47.2% | +30.8% |
| 1Y | +4.7% | -28.0% | +32.7% | +15.1% |
| 3Y | +70.3% | -7.2% | +77.4% | +65.7% |
| All | +82.6% | -22.3% | +104.9% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling