+7.4%
HD vs EFX
-35.1%
+42.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.2% |
| 7D | -1.2% | -7.8% | +6.7% | +1.7% |
| 30D | -11.1% | -5.7% | -5.4% | -9.4% |
| 3M | +2.0% | +2.5% | -0.5% | +0.3% |
| 6M | -10.5% | -16.7% | +6.2% | -5.3% |
| YTD | -6.9% | -20.2% | +13.3% | -0.6% |
| 1Y | -23.2% | -31.4% | +8.2% | -13.2% |
| 3Y | +3.1% | -10.5% | +13.6% | -0.7% |
| 5Y | +7.4% | -35.2% | +42.6% | +15.7% |
| All | +7.4% | -35.1% | +42.5% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling