+571.9%
HPE vs EFX
+96.9%
+475.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.0% |
| 7D | +7.9% | -0.8% | +8.6% | +8.1% |
| 30D | -23.5% | +25.1% | -48.6% | -30.0% |
| 3M | -19.1% | +1.7% | -20.7% | -20.9% |
| 6M | +51.4% | +18.4% | +33.0% | +37.4% |
| YTD | +103.4% | -12.5% | +116.0% | +105.3% |
| 1Y | +114.4% | -8.1% | +122.5% | +111.8% |
| 3Y | +224.7% | +4.8% | +219.9% | +192.4% |
| 5Y | +277.8% | -30.1% | +307.9% | +291.6% |
| 10Y | +371.1% | +81.5% | +289.6% | +180.8% |
| All | +571.9% | +96.9% | +475.0% | +275.3% |
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