+73.9%
HST vs EFX
-36.4%
+110.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.5% |
| 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% | +27.2% |
| YTD | +30.5% | -21.8% | +52.3% | +39.3% |
| 1Y | +36.8% | -32.5% | +69.3% | +53.7% |
| 3Y | +65.9% | -12.3% | +78.2% | +61.2% |
| 5Y | +73.9% | -36.6% | +110.5% | +80.9% |
| All | +73.9% | -36.4% | +110.3% | +80.9% |
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