+212.3%
IEFA vs HBM
+222.3%
-10.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.0% |
| 7D | -0.5% | +5.5% | -6.0% | -1.3% |
| 30D | -1.1% | +3.3% | -4.4% | -1.7% |
| 3M | +5.1% | +12.7% | -7.6% | +2.5% |
| 6M | +9.3% | +28.2% | -18.9% | +3.9% |
| YTD | +13.0% | +45.3% | -32.4% | +4.8% |
| 1Y | +19.2% | +121.7% | -102.5% | +3.2% |
| 3Y | +67.0% | +523.5% | -456.5% | +20.6% |
| 5Y | +51.1% | +393.9% | -342.8% | +8.8% |
| 10Y | +146.5% | +647.9% | -501.4% | +48.8% |
| All | +212.3% | +222.3% | -10.0% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling