+246.3%
HPE vs FERG
+50.8%
+195.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.8% |
| 7D | +1.4% | -1.0% | +2.4% | +1.8% |
| 30D | +1.5% | -11.8% | +13.4% | +7.2% |
| 3M | +21.7% | -1.2% | +23.0% | +21.9% |
| 6M | +164.2% | -2.3% | +166.5% | +163.8% |
| YTD | +132.1% | +0.8% | +131.3% | +128.6% |
| 1Y | +130.6% | +0.5% | +130.2% | +125.9% |
| All | +246.3% | +50.8% | +195.5% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling