+45.9%
HLT vs EFX
-7.5%
+53.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.1% |
| 7D | +7.7% | +9.2% | -1.5% | +6.3% |
| 30D | +19.1% | +34.8% | -15.7% | +14.0% |
| 3M | +20.7% | +8.8% | +11.9% | +18.6% |
| 6M | +21.0% | +12.3% | +8.7% | +18.2% |
| YTD | +31.3% | -10.6% | +41.9% | +33.3% |
| 1Y | +45.9% | -6.7% | +52.6% | +44.1% |
| All | +45.9% | -7.5% | +53.4% | +44.1% |
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 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