+1,330.6%
HST vs EFX
+6,408.3%
-5,077.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.6% | +3.0% |
| 7D | -1.0% | -8.6% | +7.6% | +2.7% |
| 30D | -12.3% | +0.1% | -12.4% | -12.6% |
| 3M | -6.4% | +3.8% | -10.2% | -9.0% |
| 6M | +15.0% | -13.5% | +28.5% | +20.0% |
| YTD | +30.5% | -17.7% | +48.2% | +37.7% |
| 1Y | +35.7% | -25.6% | +61.2% | +48.4% |
| 3Y | +68.4% | -12.1% | +80.5% | +65.7% |
| 5Y | +73.1% | -33.8% | +106.9% | +87.2% |
| 10Y | +92.7% | +45.1% | +47.6% | +37.1% |
| All | +1,330.6% | +6,408.3% | -5,077.6% | +218.7% |
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