+146.2%
VXUS vs HBM
+281.1%
-134.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +2.1% | +2.2% | -0.1% | +1.7% |
| 30D | -1.1% | -11.8% | +10.7% | +0.9% |
| 3M | -5.6% | -19.2% | +13.6% | -2.5% |
| 6M | -2.3% | -22.9% | +20.6% | +0.9% |
| YTD | +10.4% | +7.8% | +2.6% | +6.3% |
| 1Y | +13.1% | +34.9% | -21.9% | +4.6% |
| 3Y | +68.0% | +422.2% | -354.2% | +18.5% |
| 5Y | +45.8% | +192.8% | -147.0% | +8.6% |
| All | +146.2% | +281.1% | -134.9% | +50.9% |
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