+254.2%
HD vs VXUS
+135.4%
+118.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -2.0% |
| 7D | +4.3% | -1.8% | +6.1% | +6.0% |
| 30D | +20.2% | -4.6% | +24.8% | +25.0% |
| 3M | -1.0% | -6.1% | +5.1% | +4.3% |
| 6M | +7.9% | -4.9% | +12.8% | +11.8% |
| YTD | +2.0% | +8.1% | -6.1% | -5.9% |
| 1Y | -4.3% | +12.1% | -16.4% | -14.5% |
| 3Y | +25.9% | +63.9% | -37.9% | -21.1% |
| 5Y | +5.8% | +43.1% | -37.3% | -25.1% |
| All | +254.2% | +135.4% | +118.8% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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