+246.3%
HPE vs EFX
-12.7%
+259.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.4% | -11.1% | +12.6% | +4.0% |
| 30D | +1.5% | -7.4% | +8.9% | +3.0% |
| 3M | +21.7% | +1.5% | +20.3% | +19.1% |
| 6M | +164.2% | -13.7% | +177.9% | +171.2% |
| YTD | +132.1% | -21.9% | +153.9% | +145.3% |
| 1Y | +130.6% | -30.8% | +161.4% | +153.2% |
| All | +246.3% | -12.7% | +259.0% | +250.2% |
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