+575.2%
HLT vs EFX
+42.6%
+532.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.6% | -4.5% | +2.9% | -0.2% |
| 30D | -5.0% | -6.1% | +1.1% | -3.3% |
| 3M | -10.4% | +6.2% | -16.6% | -13.1% |
| 6M | +3.2% | -11.2% | +14.5% | +5.8% |
| YTD | +6.7% | -21.4% | +28.1% | +13.0% |
| 1Y | +10.3% | -34.3% | +44.6% | +23.8% |
| 3Y | +99.3% | -12.5% | +111.9% | +94.7% |
| 5Y | +143.7% | -35.6% | +179.3% | +158.7% |
| All | +575.2% | +42.6% | +532.7% | +437.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling