+144.6%
IEFA vs HBM
+619.2%
-474.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | -1.5% | -4.8% | +3.3% | -0.9% |
| 3M | +3.4% | -0.4% | +3.8% | +2.7% |
| 6M | +9.5% | +17.9% | -8.4% | +4.9% |
| YTD | +13.0% | +33.7% | -20.7% | +5.5% |
| 1Y | +18.0% | +95.6% | -77.6% | +2.9% |
| 3Y | +65.4% | +458.1% | -392.8% | +17.5% |
| 5Y | +51.6% | +329.0% | -277.4% | +7.8% |
| All | +144.6% | +619.2% | -474.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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