+85.4%
HST vs EFX
-29.6%
+115.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | +13.4% | +27.9% | -14.5% | +4.0% |
| 3M | +16.7% | +3.8% | +12.9% | +14.3% |
| 6M | +24.0% | +13.0% | +11.0% | +17.0% |
| YTD | +54.0% | -12.4% | +66.3% | +57.5% |
| 1Y | +55.0% | -10.4% | +65.4% | +57.2% |
| 3Y | +89.3% | +4.4% | +84.9% | +71.6% |
| 5Y | +85.4% | -28.9% | +114.3% | +78.4% |
| All | +85.4% | -29.6% | +115.0% | +78.4% |
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