+138.4%
HLT vs IEFA
+50.2%
+88.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.9% |
| 7D | -1.6% | -1.6% | 0.0% | -0.2% |
| 30D | -5.0% | -1.5% | -3.5% | -3.8% |
| 3M | -10.4% | +3.4% | -13.8% | -13.3% |
| 6M | +3.2% | +9.5% | -6.2% | -5.5% |
| YTD | +6.7% | +13.0% | -6.3% | -5.5% |
| 1Y | +10.3% | +18.0% | -7.7% | -6.5% |
| 3Y | +99.3% | +65.4% | +34.0% | +18.8% |
| All | +138.4% | +50.2% | +88.2% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling