+2,768.0%
HPQ vs EFX
+6,208.6%
-3,440.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.4% |
| 7D | -0.5% | -7.8% | +7.4% | +2.3% |
| 30D | +3.7% | -5.7% | +9.4% | +5.7% |
| 3M | +24.3% | +2.5% | +21.8% | +22.5% |
| 6M | +64.8% | -16.7% | +81.4% | +74.0% |
| YTD | +43.9% | -20.2% | +64.1% | +53.4% |
| 1Y | +11.7% | -31.4% | +43.0% | +25.1% |
| 3Y | +19.7% | -10.5% | +30.2% | +18.6% |
| 5Y | +32.2% | -35.2% | +67.4% | +44.2% |
| 10Y | +198.9% | +40.2% | +158.8% | +139.9% |
| All | +2,768.0% | +6,208.6% | -3,440.7% | +769.6% |
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