+57.4%
HL vs EFX
+6,208.6%
-6,151.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.3% |
| 7D | +7.1% | -7.8% | +14.9% | +9.2% |
| 30D | +21.4% | -5.7% | +27.2% | +23.1% |
| 3M | +37.4% | +2.5% | +34.9% | +35.6% |
| 6M | +0.4% | -16.7% | +17.1% | +3.7% |
| YTD | +6.7% | -20.2% | +26.9% | +10.7% |
| 1Y | +102.4% | -31.4% | +133.7% | +117.5% |
| 3Y | +417.4% | -10.5% | +427.9% | +410.4% |
| 5Y | +243.3% | -35.2% | +278.5% | +261.7% |
| 10Y | +242.6% | +40.2% | +202.4% | +192.4% |
| All | +57.4% | +6,208.6% | -6,151.2% | -9.2% |
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