+1,348.4%
FERG vs HDB
+302.1%
+1,046.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.4% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | -10.2% | -2.8% | -7.4% | -9.9% |
| 3M | -0.6% | -3.5% | +3.0% | -0.3% |
| 6M | -6.5% | -24.7% | +18.2% | -3.7% |
| YTD | +4.2% | -36.6% | +40.7% | +9.4% |
| 1Y | -2.3% | -34.4% | +32.1% | +2.2% |
| 3Y | +48.5% | -24.4% | +72.9% | +51.9% |
| 5Y | +72.0% | -35.4% | +107.4% | +76.6% |
| 10Y | +369.9% | +39.5% | +330.3% | +361.9% |
| All | +1,348.4% | +302.1% | +1,046.3% | +1,285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling