numeraire_dataset.load_hxz_q_factor_legs#

numeraire_dataset.load_hxz_q_factor_legs(*, start_date: str | None = None, end_date: str | None = None, timeout: float = 30.0) → DataFrame[source]#

Official HXZ 2x3x3 size/investment/profitability portfolios in decimal returns.

Each month has all 18 rank_me x rank_ia x rank_roe cells, with positive nstocks and value-weighted total / ex-dividend returns in ret_vw / retx_vw. The full 1967-01 through 2024-12 grid, unique keys, finite values, and percent units are validated before any inclusive date slice is selected. Use ret_vw to rebuild the original q-factor legs.

Like load_hxz_q4_factors(), this is a memory-only adapter pinned to the official 2025-02-16 Global-q release. Inspect frame_provenance() for its URL, SHA-256, parser and unit recipe, full/selected row counts, and non-redistributable-source marker.