Hornli Specific Return

Risk model FAQ

Answers to the questions we hear most often about Hornli Specific Return.

General

How often is the dataset refreshed?

We publish new specific returns, factor exposures, and diagnostics every U.S. trading day. Files are usually ready by 06:30 ET, aligning with our specific return coverage guidelines.

Which equities are included?

Coverage spans the Russell 3000. The universe is updated quarterly and aligns with the Factor Exposures process so delistings and adds are treated consistently.

Can I self-host the pipeline?

Yes. Clone the HSR repository for end-to-end build scripts and review the methodology page for architectural context.

Data delivery

Do you offer historical backfills?

Full history is available to clients via authenticated downloads described in the API guide. You can also rebuild archives locally using the open-source notebooks.

Is there a schema reference?

Every zipped export includes a machine-readable schema file plus README. We mirror those docs in the specific return page so you can review before ingesting.

Integration & support

Do you provide optimizer examples?

Yes—sample notebooks demonstrate how to pair specific returns with the factor covariance matrix while honoring mandate-specific portfolio constraints.

Where can I ask follow-up questions?

Visit the factor risk model hub for context or reach out via the contact page—we regularly schedule onboarding sessions for new users.

Do you support bespoke factors?

We help teams slot custom signals into the regression stack provided the exposures are standardized according to our Factor Exposures framework. Reach out and we can review integration plans.