+392.8%
HL vs EFA
+65.2%
+327.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -3.0% |
| 7D | -4.4% | -1.5% | -2.8% | -1.6% |
| 30D | +9.3% | -1.7% | +11.0% | +13.0% |
| 3M | +32.0% | +3.5% | +28.5% | +25.3% |
| 6M | -6.4% | +9.5% | -15.9% | -18.3% |
| YTD | +3.1% | +12.9% | -9.7% | -13.4% |
| 1Y | +77.6% | +18.2% | +59.4% | +39.3% |
| 3Y | +392.8% | +64.8% | +328.0% | +118.8% |
| All | +392.8% | +65.2% | +327.7% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling