+183.8%
VXUS vs HBM
+77.2%
+106.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.0% | -6.4% | +7.4% | +2.2% |
| 30D | +2.2% | +5.9% | -3.7% | +1.0% |
| 3M | +3.0% | -8.9% | +11.9% | +3.8% |
| 6M | +10.7% | +10.7% | 0.0% | +7.0% |
| YTD | +17.8% | +38.3% | -20.4% | +9.0% |
| 1Y | +27.6% | +121.3% | -93.8% | +7.9% |
| 3Y | +73.3% | +450.6% | -377.3% | +20.6% |
| 5Y | +54.3% | +338.0% | -283.7% | +6.8% |
| 10Y | +149.8% | +578.6% | -428.8% | +36.3% |
| All | +183.8% | +77.2% | +106.6% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling