+142.8%
EFA vs HBM
+619.2%
-476.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.5% | -3.3% | +1.8% | -1.1% |
| 30D | -1.7% | -4.8% | +3.2% | -1.1% |
| 3M | +3.5% | -0.4% | +3.9% | +2.8% |
| 6M | +9.5% | +17.9% | -8.4% | +4.9% |
| YTD | +12.9% | +33.7% | -20.8% | +5.4% |
| 1Y | +18.2% | +95.6% | -77.4% | +3.1% |
| 3Y | +64.8% | +458.1% | -393.3% | +17.4% |
| 5Y | +53.9% | +329.0% | -275.1% | +9.7% |
| All | +142.8% | +619.2% | -476.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling