-34.3%
EFX vs HIG
+5.5%
-39.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -4.5% | -1.5% | -3.1% | -3.7% |
| 30D | -6.1% | -0.4% | -5.7% | -5.8% |
| 3M | +6.2% | +6.7% | -0.5% | +2.9% |
| 6M | -11.2% | +2.0% | -13.2% | -12.3% |
| YTD | -21.4% | +0.3% | -21.7% | -22.2% |
| 1Y | -34.3% | +4.2% | -38.5% | -35.6% |
| All | -34.3% | +5.5% | -39.8% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling