+2,172.8%
HL vs EFA
+386.6%
+1,786.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +3.2% |
| 7D | +0.4% | -0.5% | +0.9% | +0.9% |
| 30D | +18.8% | -1.3% | +20.2% | +20.9% |
| 3M | +43.7% | +5.2% | +38.5% | +36.9% |
| 6M | -1.0% | +9.4% | -10.4% | -8.8% |
| YTD | +8.7% | +12.7% | -4.0% | -2.5% |
| 1Y | +105.0% | +19.3% | +85.7% | +73.6% |
| 3Y | +427.3% | +66.3% | +360.9% | +214.4% |
| 5Y | +249.3% | +53.4% | +195.9% | +133.8% |
| 10Y | +284.2% | +144.4% | +139.7% | +62.2% |
| All | +2,172.8% | +386.6% | +1,786.2% | +565.8% |
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 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