+228.7%
HL vs EFX
-36.2%
+264.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -4.4% | -4.5% | +0.2% | -3.1% |
| 30D | +9.3% | -6.1% | +15.4% | +11.1% |
| 3M | +32.0% | +6.2% | +25.8% | +28.6% |
| 6M | -6.4% | -11.2% | +4.8% | -4.4% |
| YTD | +3.1% | -21.4% | +24.5% | +8.6% |
| 1Y | +77.6% | -34.3% | +111.9% | +99.0% |
| 3Y | +392.8% | -12.5% | +405.3% | +370.1% |
| All | +228.7% | -36.2% | +264.8% | +210.9% |
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