+42.5%
EWJ vs HAS
+48.5%
-6.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | -10.2% | +31.0% | -41.3% | -15.1% |
| 3M | -7.2% | +30.7% | -37.9% | -12.3% |
| 6M | -3.2% | +23.9% | -27.1% | -7.8% |
| YTD | +9.9% | +48.3% | -38.4% | +0.5% |
| 1Y | +11.0% | +60.2% | -49.3% | -0.2% |
| 3Y | +57.3% | +189.2% | -131.9% | +22.8% |
| All | +42.5% | +48.5% | -6.1% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling