+51.1%
IEFA vs HST
+75.9%
-24.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | -1.1% | -2.8% | +1.7% | -0.3% |
| 3M | +5.1% | -6.5% | +11.5% | +7.0% |
| 6M | +9.3% | +20.7% | -11.4% | +2.6% |
| YTD | +13.0% | +30.5% | -17.5% | +3.4% |
| 1Y | +19.2% | +36.8% | -17.6% | +7.2% |
| 3Y | +67.0% | +65.9% | +1.1% | +38.2% |
| 5Y | +51.1% | +73.9% | -22.8% | +21.7% |
| All | +51.1% | +75.9% | -24.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling