+2,048.8%
EFX vs HIG
+980.5%
+1,068.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.7% |
| 7D | -7.8% | -1.1% | -6.8% | -7.6% |
| 30D | -5.7% | -4.9% | -0.8% | -4.8% |
| 3M | +2.5% | +6.8% | -4.3% | +1.3% |
| 6M | -16.7% | -1.7% | -15.0% | -16.3% |
| YTD | -20.2% | -0.2% | -20.0% | -20.1% |
| 1Y | -31.4% | +5.7% | -37.1% | -32.1% |
| 3Y | -10.5% | +100.3% | -110.8% | -21.9% |
| 5Y | -35.2% | +118.5% | -153.7% | -44.5% |
| 10Y | +40.2% | +309.7% | -269.6% | +3.4% |
| All | +2,048.8% | +980.5% | +1,068.3% | +751.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling