+138.5%
HST vs EFX
+78.7%
+59.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +14.5% | +29.1% | -14.6% | +4.6% |
| 3M | +15.4% | +4.3% | +11.1% | +12.8% |
| 6M | +22.0% | +7.7% | +14.3% | +17.0% |
| YTD | +54.9% | -12.5% | +67.3% | +58.0% |
| 1Y | +54.0% | -8.8% | +62.8% | +54.7% |
| 3Y | +90.4% | +4.3% | +86.1% | +76.1% |
| 5Y | +84.2% | -29.4% | +113.6% | +90.2% |
| All | +138.5% | +78.7% | +59.8% | +89.7% |
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