+204.4%
IEFA vs HST
+194.2%
+10.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +1.1% |
| 30D | +1.1% | +11.2% | -10.1% | -2.1% |
| 3M | -4.3% | +13.1% | -17.4% | -7.8% |
| 6M | +1.4% | +23.9% | -22.5% | -5.2% |
| YTD | +10.1% | +52.3% | -42.2% | -3.4% |
| 1Y | +12.9% | +56.7% | -43.8% | -1.8% |
| 3Y | +65.8% | +87.5% | -21.7% | +34.4% |
| 5Y | +47.7% | +82.8% | -35.1% | +17.8% |
| 10Y | +146.8% | +134.6% | +12.2% | +67.4% |
| All | +204.4% | +194.2% | +10.1% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling