+116.4%
HPE vs EFX
-7.5%
+124.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.1% | -5.3% |
| 7D | -17.0% | +9.2% | -26.2% | -15.9% |
| 30D | -26.7% | +34.8% | -61.5% | -24.4% |
| 3M | -4.1% | +8.8% | -13.0% | -1.6% |
| 6M | +75.4% | +12.3% | +63.1% | +79.7% |
| YTD | +111.0% | -10.6% | +121.6% | +126.9% |
| 1Y | +116.4% | -6.7% | +123.2% | +131.4% |
| All | +116.4% | -7.5% | +124.0% | +131.4% |
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 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