+256.9%
HL vs VXUS
+151.1%
+105.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.8% |
| 7D | -4.4% | -1.4% | -2.9% | -2.2% |
| 30D | +9.3% | -0.5% | +9.8% | +10.4% |
| 3M | +32.0% | +2.6% | +29.4% | +28.4% |
| 6M | -6.4% | +10.9% | -17.3% | -17.9% |
| YTD | +3.1% | +16.1% | -13.0% | -14.4% |
| 1Y | +77.6% | +22.3% | +55.3% | +37.9% |
| 3Y | +392.8% | +72.0% | +320.8% | +140.1% |
| 5Y | +234.1% | +54.1% | +180.0% | +92.7% |
| All | +256.9% | +151.1% | +105.8% | -5.2% |
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