+203.4%
HD vs IEFA
+145.9%
+57.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.7% |
| 7D | -3.9% | -2.4% | -1.5% | -1.8% |
| 30D | -13.1% | -2.1% | -11.0% | -11.5% |
| 3M | -3.4% | +5.5% | -9.0% | -8.0% |
| 6M | -12.6% | +8.1% | -20.7% | -18.6% |
| YTD | -9.2% | +11.9% | -21.2% | -18.3% |
| 1Y | -23.9% | +18.1% | -42.0% | -34.8% |
| 3Y | +0.4% | +65.5% | -65.0% | -37.3% |
| 5Y | +4.5% | +50.1% | -45.5% | -28.8% |
| All | +203.4% | +145.9% | +57.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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