+392.8%
HL vs IEFA
+65.7%
+327.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -3.1% |
| 7D | -4.4% | -1.6% | -2.8% | -1.5% |
| 30D | +9.3% | -1.5% | +10.8% | +12.7% |
| 3M | +32.0% | +3.4% | +28.6% | +25.6% |
| 6M | -6.4% | +9.5% | -15.9% | -18.3% |
| YTD | +3.1% | +13.0% | -9.9% | -13.6% |
| 1Y | +77.6% | +18.0% | +59.6% | +39.6% |
| 3Y | +392.8% | +65.4% | +327.5% | +120.2% |
| All | +392.8% | +65.7% | +327.1% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling