+134.8%
VXUS vs HWM
+1,473.3%
-1,338.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.4% |
| 7D | -1.8% | +3.4% | -5.1% | -2.7% |
| 30D | -4.6% | -7.5% | +3.0% | -3.1% |
| 3M | -6.1% | -28.9% | +22.8% | +1.0% |
| 6M | -4.9% | -19.6% | +14.7% | -0.9% |
| YTD | +8.1% | +0.6% | +7.4% | +6.4% |
| 1Y | +12.1% | +0.3% | +11.8% | +10.4% |
| 3Y | +63.9% | +326.1% | -262.3% | +10.8% |
| 5Y | +43.1% | +525.2% | -482.0% | -12.7% |
| All | +134.8% | +1,473.3% | -1,338.5% | +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