+203.4%
HD vs EFX
+41.8%
+161.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.9% | -11.1% | +7.2% | +0.3% |
| 30D | -13.1% | -7.4% | -5.7% | -10.8% |
| 3M | -3.4% | +1.5% | -4.9% | -4.8% |
| 6M | -12.6% | -13.7% | +1.1% | -8.7% |
| YTD | -9.2% | -21.9% | +12.6% | -2.5% |
| 1Y | -23.9% | -30.8% | +6.9% | -14.5% |
| 3Y | +0.4% | -12.4% | +12.8% | -1.0% |
| 5Y | +4.5% | -35.9% | +40.5% | +13.8% |
| All | +203.4% | +41.8% | +161.6% | +141.6% |
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