-23.9%
HD vs EFA
+17.9%
-41.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -3.9% | -2.4% | -1.5% | -2.2% |
| 30D | -13.1% | -2.2% | -10.9% | -11.6% |
| 3M | -3.4% | +5.7% | -9.1% | -7.3% |
| 6M | -12.6% | +8.2% | -20.7% | -18.0% |
| YTD | -9.2% | +11.8% | -21.0% | -17.5% |
| 1Y | -23.9% | +18.3% | -42.2% | -34.3% |
| All | -23.9% | +17.9% | -41.9% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling