+37.0%
HPQ vs EFX
-12.2%
+49.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.2% |
| 7D | +9.8% | -4.5% | +14.3% | +11.4% |
| 30D | +22.4% | -6.1% | +28.4% | +24.5% |
| 3M | +45.2% | +6.2% | +38.9% | +41.8% |
| 6M | +96.4% | -11.2% | +107.6% | +101.8% |
| YTD | +65.4% | -21.4% | +86.8% | +75.4% |
| 1Y | +31.6% | -34.3% | +65.9% | +47.1% |
| 3Y | +37.0% | -12.5% | +49.5% | +41.0% |
| All | +37.0% | -12.2% | +49.2% | +41.0% |
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