+150.1%
VXUS vs HBM
+625.8%
-475.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | +0.3% | +5.5% | -5.2% | -0.7% |
| 30D | +0.7% | +3.3% | -2.6% | -0.1% |
| 3M | +4.8% | +12.7% | -7.9% | +1.9% |
| 6M | +11.3% | +28.2% | -16.9% | +5.1% |
| YTD | +16.5% | +45.3% | -28.8% | +6.9% |
| 1Y | +24.3% | +121.7% | -97.4% | +5.4% |
| 3Y | +74.5% | +523.5% | -449.0% | +19.7% |
| 5Y | +54.3% | +393.9% | -339.6% | +5.6% |
| 10Y | +150.1% | +647.9% | -497.8% | +37.1% |
| All | +150.1% | +625.8% | -475.7% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling