+247.2%
HD vs EFX
+69.3%
+177.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +20.7% | +29.1% | -8.4% | +9.3% |
| 3M | +0.8% | +4.3% | -3.5% | -1.3% |
| 6M | +12.2% | +7.7% | +4.5% | +7.7% |
| YTD | +4.2% | -12.5% | +16.7% | +7.0% |
| 1Y | -2.6% | -8.8% | +6.3% | -1.6% |
| 3Y | +30.0% | +4.3% | +25.7% | +19.5% |
| 5Y | +8.1% | -29.4% | +37.5% | +13.4% |
| 10Y | +247.2% | +78.1% | +169.0% | +150.7% |
| All | +247.2% | +69.3% | +177.8% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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