+33,321.4%
HD vs EFX
+6,869.2%
+26,452.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.0% |
| 7D | +4.3% | +2.7% | +1.6% | +3.4% |
| 30D | +20.2% | +33.1% | -12.9% | +7.8% |
| 3M | -1.0% | +8.2% | -9.2% | -4.4% |
| 6M | +7.9% | +10.2% | -2.2% | +2.8% |
| YTD | +2.0% | -11.8% | +13.8% | +4.2% |
| 1Y | -4.3% | -6.1% | +1.8% | -4.5% |
| 3Y | +25.9% | +7.5% | +18.4% | +15.9% |
| 5Y | +5.8% | -30.7% | +36.5% | +12.7% |
| 10Y | +262.5% | +68.7% | +193.8% | +163.9% |
| All | +33,321.4% | +6,869.2% | +26,452.2% | +7,561.8% |
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