+224.7%
HPE vs EFX
+4.8%
+219.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.8% |
| 7D | +7.9% | -0.8% | +8.6% | +8.0% |
| 30D | -23.5% | +25.1% | -48.6% | -26.6% |
| 3M | -19.1% | +1.7% | -20.7% | -19.3% |
| 6M | +51.4% | +18.4% | +33.0% | +43.3% |
| YTD | +103.4% | -12.5% | +116.0% | +110.7% |
| 1Y | +114.4% | -8.1% | +122.5% | +118.0% |
| 3Y | +224.7% | +4.8% | +219.9% | +180.4% |
| All | +224.7% | +4.8% | +219.8% | +180.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling