+142.2%
VXUS vs HWM
+1,599.0%
-1,456.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +0.5% | -1.8% | +2.3% | +0.8% |
| 30D | -2.5% | -2.7% | +0.1% | -2.3% |
| 3M | -4.6% | -22.7% | +18.1% | +0.6% |
| 6M | -2.6% | -18.9% | +16.3% | +1.4% |
| YTD | +10.4% | +7.1% | +3.3% | +7.1% |
| 1Y | +12.9% | +4.7% | +8.2% | +10.0% |
| 3Y | +68.4% | +345.6% | -277.2% | +12.6% |
| 5Y | +47.7% | +588.3% | -540.6% | -12.1% |
| 10Y | +142.2% | +1,516.2% | -1,373.9% | +15.8% |
| All | +142.2% | +1,599.0% | -1,456.8% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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