+575.2%
HLT vs VXUS
+151.1%
+424.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.0% |
| 7D | -1.6% | -1.4% | -0.2% | -0.3% |
| 30D | -5.0% | -0.5% | -4.6% | -4.7% |
| 3M | -10.4% | +2.6% | -13.0% | -12.9% |
| 6M | +3.2% | +10.9% | -7.6% | -7.5% |
| YTD | +6.7% | +16.1% | -9.4% | -9.0% |
| 1Y | +10.3% | +22.3% | -12.0% | -10.9% |
| 3Y | +99.3% | +72.0% | +27.3% | +12.8% |
| 5Y | +143.7% | +54.1% | +89.6% | +55.0% |
| All | +575.2% | +151.1% | +424.1% | +190.0% |
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 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