+563.1%
HPE vs EFX
+42.6%
+520.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.9% | +12.2% |
| 7D | +19.4% | -4.5% | +24.0% | +21.1% |
| 30D | +5.6% | -6.1% | +11.7% | +7.5% |
| 3M | +33.1% | +6.2% | +26.9% | +27.4% |
| 6M | +192.5% | -11.2% | +203.7% | +197.5% |
| YTD | +160.9% | -21.4% | +182.3% | +176.6% |
| 1Y | +155.0% | -34.3% | +189.3% | +188.5% |
| 3Y | +289.4% | -12.5% | +301.9% | +281.5% |
| 5Y | +395.7% | -35.6% | +431.2% | +430.4% |
| All | +563.1% | +42.6% | +520.5% | +385.1% |
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 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