+66.1%
HST vs EFX
-12.5%
+78.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.9% |
| 7D | +2.0% | -7.8% | +9.8% | +4.2% |
| 30D | -5.2% | -5.7% | +0.5% | -3.9% |
| 3M | -6.2% | +2.5% | -8.8% | -7.6% |
| 6M | +20.4% | -16.7% | +37.1% | +25.9% |
| YTD | +30.6% | -20.2% | +50.8% | +37.7% |
| 1Y | +37.4% | -31.4% | +68.7% | +51.7% |
| 3Y | +66.1% | -10.5% | +76.6% | +58.2% |
| All | +66.1% | -12.5% | +78.6% | +58.2% |
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