+68.8%
IEFA vs HST
+68.6%
+0.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.2% | +2.0% | -0.8% | +0.6% |
| 30D | -0.6% | -5.2% | +4.7% | +1.0% |
| 3M | +6.2% | -6.2% | +12.4% | +7.9% |
| 6M | +11.2% | +20.4% | -9.3% | +4.6% |
| YTD | +14.2% | +30.6% | -16.5% | +4.7% |
| 1Y | +20.0% | +37.4% | -17.3% | +8.3% |
| 3Y | +68.8% | +66.1% | +2.7% | +37.1% |
| All | +68.8% | +68.6% | +0.1% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling