+677.7%
HPE vs FERG
+387.5%
+290.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.7% | +8.0% |
| 7D | +10.1% | +3.4% | +6.8% | +9.2% |
| 30D | +5.3% | -11.5% | +16.8% | +8.3% |
| 3M | +12.7% | +1.3% | +11.4% | +12.2% |
| 6M | +167.7% | -1.0% | +168.6% | +167.3% |
| YTD | +135.5% | +3.2% | +132.2% | +133.0% |
| 1Y | +143.4% | -3.0% | +146.4% | +143.6% |
| 3Y | +249.2% | +55.0% | +194.1% | +215.3% |
| 5Y | +343.8% | +72.6% | +271.2% | +288.6% |
| 10Y | +495.9% | +358.9% | +136.9% | +369.2% |
| All | +677.7% | +387.5% | +290.1% | +496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling