+243.8%
HPQ vs EFX
+42.6%
+201.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.2% |
| 7D | +9.8% | -4.5% | +14.3% | +11.8% |
| 30D | +22.4% | -6.1% | +28.4% | +25.0% |
| 3M | +45.2% | +6.2% | +38.9% | +40.7% |
| 6M | +96.4% | -11.2% | +107.6% | +103.4% |
| YTD | +65.4% | -21.4% | +86.8% | +78.5% |
| 1Y | +31.6% | -34.3% | +65.9% | +52.1% |
| 3Y | +37.0% | -12.5% | +49.5% | +35.4% |
| 5Y | +53.0% | -35.6% | +88.6% | +67.0% |
| All | +243.8% | +42.6% | +201.3% | +160.3% |
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 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