+142.2%
IEFA vs HST
+109.4%
+32.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -2.1% | -0.7% | -1.4% | -2.0% |
| 3M | +5.5% | -4.0% | +9.6% | +6.5% |
| 6M | +8.1% | +20.7% | -12.6% | +2.2% |
| YTD | +11.9% | +31.0% | -19.1% | +3.2% |
| 1Y | +18.1% | +36.2% | -18.1% | +7.5% |
| 3Y | +65.5% | +66.6% | -1.2% | +40.1% |
| 5Y | +50.1% | +75.8% | -25.7% | +22.8% |
| All | +142.2% | +109.4% | +32.8% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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