+41.1%
HPQ vs EFX
-37.1%
+78.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +3.5% | -11.1% | +14.6% | +7.9% |
| 30D | +13.7% | -7.4% | +21.1% | +16.6% |
| 3M | +33.9% | +1.5% | +32.4% | +32.2% |
| 6M | +80.9% | -13.7% | +94.6% | +88.9% |
| YTD | +52.6% | -21.9% | +74.4% | +64.3% |
| 1Y | +21.2% | -30.8% | +52.0% | +36.2% |
| 3Y | +26.9% | -12.4% | +39.3% | +24.3% |
| 5Y | +41.1% | -35.9% | +77.1% | +47.9% |
| All | +41.1% | -37.1% | +78.2% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling