+122.8%
EWJ vs HAS
+102.4%
+20.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -2.4% | +3.3% | -5.6% | -3.0% |
| 30D | -7.6% | +30.5% | -38.2% | -12.7% |
| 3M | -5.9% | +29.9% | -35.8% | -11.0% |
| 6M | -1.5% | +26.5% | -28.0% | -6.6% |
| YTD | +12.6% | +51.9% | -39.4% | +2.4% |
| 1Y | +12.7% | +60.9% | -48.2% | +1.2% |
| 3Y | +63.1% | +215.0% | -151.9% | +25.1% |
| 5Y | +48.2% | +51.5% | -3.3% | +30.7% |
| All | +122.8% | +102.4% | +20.4% | +77.5% |
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