+677.7%
HPE vs EFX
+79.6%
+598.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.1% | +10.8% | +8.8% |
| 7D | +10.1% | -7.8% | +18.0% | +13.3% |
| 30D | +5.3% | -5.7% | +11.0% | +7.1% |
| 3M | +12.7% | +2.5% | +10.2% | +9.2% |
| 6M | +167.7% | -16.7% | +184.3% | +179.7% |
| YTD | +135.5% | -20.2% | +155.6% | +148.9% |
| 1Y | +143.4% | -31.4% | +174.8% | +172.2% |
| 3Y | +249.2% | -10.5% | +259.7% | +237.8% |
| 5Y | +343.8% | -35.2% | +379.1% | +376.5% |
| 10Y | +495.9% | +40.2% | +455.7% | +322.9% |
| All | +677.7% | +79.6% | +598.0% | +355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling