+1,570.6%
HST vs EFX
+6,765.9%
-5,195.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +3.6% | -3.6% | +7.3% | +5.2% |
| 30D | +9.9% | +25.3% | -15.4% | -0.7% |
| 3M | +12.9% | +3.8% | +9.1% | +9.9% |
| 6M | +22.9% | +12.7% | +10.2% | +14.1% |
| YTD | +52.4% | -13.1% | +65.5% | +55.9% |
| 1Y | +52.5% | -9.3% | +61.9% | +53.1% |
| 3Y | +87.4% | +3.5% | +83.9% | +70.8% |
| 5Y | +82.9% | -30.6% | +113.6% | +92.9% |
| 10Y | +134.8% | +80.2% | +54.6% | +50.6% |
| All | +1,570.6% | +6,765.9% | -5,195.3% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling