+208.1%
HD vs EFA
+146.3%
+61.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | 0.0% |
| 7D | -1.8% | -0.5% | -1.3% | -1.4% |
| 30D | -10.8% | -1.3% | -9.5% | -9.8% |
| 3M | -2.7% | +5.2% | -7.9% | -7.1% |
| 6M | -10.3% | +9.4% | -19.6% | -17.4% |
| YTD | -7.8% | +12.7% | -20.5% | -17.6% |
| 1Y | -23.1% | +19.3% | -42.4% | -34.7% |
| 3Y | +2.0% | +66.3% | -64.3% | -36.8% |
| 5Y | +6.2% | +53.4% | -47.1% | -29.2% |
| All | +208.1% | +146.3% | +61.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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