compare home bias

The chart shows the growth of an initial investment of €10,000 in compare home bias, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.

Based on dividend-adjusted daily data since Mar 10, 2025, compare home bias's average daily return is +0.11%, while the average monthly return is +2.15%. At this rate, an investment would double in approximately 2.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jan 2026 with a return of +7.2%, while the worst month was Mar 2026 at -6.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, compare home bias closed higher 57% of trading days. The best single day was Apr 8, 2026 with a return of +3.7%, while the worst single day was Apr 4, 2025 at -5.6%.

compare home bias has an annualized alpha of 23.39%, beta of 0.27, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since March 10, 2025.

• This portfolio captured 110.35% of S&P 500 Index gains but only 40.28% of its losses - a favorable profile for investors.
• Beta of 0.27 may look defensive, but with R2 of 0.10 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.10 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

compare home bias has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

compare home bias ranks 70 for risk / return — better than 70% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current compare home bias Sharpe ratio is 2.19 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of compare home bias compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

compare home bias provided a 0.02% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the compare home bias. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the compare home bias was 14.52%, occurring on Apr 9, 2025. Recovery took 26 trading sessions.

The current compare home bias drawdown is 2.82%.

The chart below shows the rolling one-month volatility.