+107.0%
HST vs EFX
+38.5%
+68.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.6% |
| 7D | -0.3% | -9.4% | +9.1% | +2.9% |
| 30D | -2.8% | -6.9% | +4.1% | -0.7% |
| 3M | -6.5% | +0.1% | -6.6% | -7.5% |
| 6M | +20.7% | -17.3% | +38.0% | +27.1% |
| YTD | +30.5% | -21.8% | +52.3% | +39.0% |
| 1Y | +36.8% | -32.5% | +69.3% | +53.0% |
| 3Y | +65.9% | -12.3% | +78.2% | +63.7% |
| 5Y | +73.9% | -36.6% | +110.5% | +86.9% |
| 10Y | +107.0% | +41.0% | +66.0% | +68.3% |
| All | +107.0% | +38.5% | +68.5% | +68.3% |
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