+147.1%
VXUS vs HBM
+274.8%
-127.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -0.5% | -1.3% | +0.7% | -0.4% |
| 30D | -1.2% | -14.8% | +13.6% | +1.4% |
| 3M | -3.8% | -20.7% | +16.9% | -0.4% |
| 6M | -1.7% | -13.9% | +12.2% | -0.5% |
| YTD | +11.4% | +10.6% | +0.8% | +6.9% |
| 1Y | +13.3% | +32.4% | -19.0% | +5.2% |
| 3Y | +70.0% | +432.0% | -362.0% | +19.5% |
| 5Y | +48.1% | +205.5% | -157.4% | +9.5% |
| 10Y | +147.1% | +291.1% | -144.1% | +50.1% |
| All | +147.1% | +274.8% | -127.8% | +50.1% |
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