+55.5%
HL vs VXUS
+161.8%
-106.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -11.1% | +2.1% | -13.3% | -13.6% |
| 30D | -12.1% | -1.1% | -11.0% | -10.1% |
| 3M | -26.1% | -5.6% | -20.5% | -19.0% |
| 6M | -37.7% | -2.3% | -35.5% | -33.7% |
| YTD | -31.7% | +10.4% | -42.0% | -37.1% |
| 1Y | -11.6% | +13.1% | -24.7% | -20.9% |
| 3Y | +249.6% | +68.0% | +181.6% | +94.4% |
| 5Y | +108.5% | +45.8% | +62.7% | +41.8% |
| 10Y | +127.0% | +144.7% | -17.7% | -12.1% |
| All | +55.5% | +161.8% | -106.3% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling