+31,139.8%
HD vs EFX
+6,408.3%
+24,731.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +3.3% |
| 7D | -2.1% | -8.6% | +6.6% | +1.2% |
| 30D | -8.4% | +0.1% | -8.5% | -8.7% |
| 3M | +4.3% | +3.8% | +0.5% | +2.1% |
| 6M | -11.1% | -13.5% | +2.4% | -7.4% |
| YTD | -4.7% | -17.7% | +13.0% | +0.2% |
| 1Y | -19.8% | -25.6% | +5.8% | -12.7% |
| 3Y | +4.1% | -12.1% | +16.2% | +3.4% |
| 5Y | +10.3% | -33.8% | +44.1% | +19.5% |
| 10Y | +203.2% | +45.1% | +158.0% | +133.9% |
| All | +31,139.8% | +6,408.3% | +24,731.5% | +7,268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling