+563.1%
HPE vs FERG
+351.3%
+211.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.7% | +12.3% |
| 7D | +19.4% | -2.6% | +22.0% | +20.2% |
| 30D | +5.6% | -8.9% | +14.5% | +8.1% |
| 3M | +33.1% | -2.0% | +35.1% | +33.6% |
| 6M | +192.5% | -3.2% | +195.6% | +193.7% |
| YTD | +160.9% | +1.5% | +159.4% | +159.2% |
| 1Y | +155.0% | +0.5% | +154.5% | +153.3% |
| 3Y | +289.4% | +50.4% | +239.0% | +253.1% |
| 5Y | +395.7% | +68.7% | +327.0% | +334.4% |
| All | +563.1% | +351.3% | +211.8% | +432.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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