+39.7%
EFX vs HIG
+313.7%
-274.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -4.5% | -1.5% | -3.1% | -4.1% |
| 30D | -6.1% | -0.4% | -5.7% | -5.9% |
| 3M | +6.2% | +6.7% | -0.5% | +4.0% |
| 6M | -11.2% | +2.0% | -13.2% | -11.8% |
| YTD | -21.4% | +0.3% | -21.7% | -21.5% |
| 1Y | -34.3% | +4.2% | -38.5% | -35.3% |
| 3Y | -12.5% | +102.2% | -114.7% | -30.7% |
| 5Y | -35.6% | +118.5% | -154.1% | -50.5% |
| All | +39.7% | +313.7% | -274.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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