+1,545.2%
FERG vs HDB
+350.7%
+1,194.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | +7.2% | +12.7% | -5.5% | +5.7% |
| 30D | +17.9% | +16.6% | +1.3% | +15.8% |
| 3M | -1.3% | +10.8% | -12.1% | -2.6% |
| 6M | +8.3% | +3.8% | +4.5% | +7.6% |
| YTD | +18.3% | -28.9% | +47.2% | +22.5% |
| 1Y | +4.7% | -28.0% | +32.7% | +8.2% |
| 3Y | +70.3% | -7.2% | +77.4% | +70.2% |
| 5Y | +84.6% | -22.2% | +106.9% | +86.2% |
| 10Y | +430.3% | +63.6% | +366.8% | +413.5% |
| All | +1,545.2% | +350.7% | +1,194.5% | +1,451.1% |
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