+140.0%
EWJ vs HAS
+54.3%
+85.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +1.0% | -4.8% | +5.8% | +2.0% |
| 30D | +1.0% | -5.1% | +6.1% | +2.0% |
| 3M | +7.2% | +6.4% | +0.8% | +5.6% |
| 6M | +13.9% | -5.6% | +19.5% | +14.6% |
| YTD | +20.8% | +11.0% | +9.8% | +17.4% |
| 1Y | +26.4% | +16.8% | +9.6% | +21.4% |
| 3Y | +71.8% | +44.0% | +27.7% | +55.0% |
| 5Y | +49.9% | +11.0% | +38.9% | +41.0% |
| 10Y | +140.0% | +56.0% | +84.0% | +104.3% |
| All | +140.0% | +54.3% | +85.7% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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