+133.9%
HL vs EFX
-25.2%
+159.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -2.5% |
| 7D | +1.5% | -8.6% | +10.1% | +1.4% |
| 30D | +25.1% | +0.1% | +24.9% | +25.3% |
| 3M | +22.9% | +3.8% | +19.1% | +23.1% |
| 6M | -4.9% | -13.5% | +8.6% | -4.6% |
| YTD | +7.8% | -17.7% | +25.5% | +8.8% |
| 1Y | +133.9% | -25.6% | +159.5% | +141.8% |
| All | +133.9% | -25.2% | +159.1% | +141.8% |
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 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