+248.6%
HD vs EFX
+80.5%
+168.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +18.0% | +25.1% | -7.1% | +8.1% |
| 3M | +2.8% | +1.7% | +1.1% | +1.6% |
| 6M | +17.0% | +18.4% | -1.4% | +8.2% |
| YTD | +3.5% | -12.5% | +16.0% | +6.3% |
| 1Y | -2.6% | -8.1% | +5.5% | -1.9% |
| 3Y | +30.7% | +4.8% | +25.9% | +19.9% |
| 5Y | +6.2% | -30.1% | +36.3% | +11.9% |
| All | +248.6% | +80.5% | +168.1% | +149.9% |
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