+1,045.1%
HD vs EFA
+394.8%
+650.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -2.1% | +0.6% | -2.6% | -2.5% |
| 30D | -8.4% | +0.9% | -9.3% | -9.0% |
| 3M | +4.3% | +4.9% | -0.5% | +0.5% |
| 6M | -11.1% | +8.6% | -19.7% | -16.6% |
| YTD | -4.7% | +14.6% | -19.3% | -14.3% |
| 1Y | -19.8% | +22.6% | -42.4% | -31.6% |
| 3Y | +4.1% | +66.5% | -62.4% | -30.1% |
| 5Y | +10.3% | +54.5% | -44.2% | -22.0% |
| 10Y | +203.2% | +144.8% | +58.4% | +53.3% |
| All | +1,045.1% | +394.8% | +650.3% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling