-2.6%
HD vs EFX
-8.7%
+6.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.8% |
| 3M | +0.8% | +4.3% | -3.5% | -1.0% |
| 6M | +12.2% | +7.7% | +4.5% | +8.8% |
| YTD | +4.2% | -12.5% | +16.7% | +6.1% |
| 1Y | -2.6% | -8.8% | +6.3% | -4.4% |
| All | -2.6% | -8.7% | +6.1% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling