+155.6%
EWJ vs HAS
+1,142.9%
-987.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.5% | -1.8% | +4.3% | +2.9% |
| 30D | +3.3% | +2.3% | +1.0% | +2.7% |
| 3M | +5.0% | +10.4% | -5.4% | +2.5% |
| 6M | +11.5% | -3.2% | +14.8% | +11.7% |
| YTD | +22.4% | +15.4% | +7.0% | +17.8% |
| 1Y | +30.2% | +18.8% | +11.4% | +24.4% |
| 3Y | +72.8% | +43.9% | +28.9% | +55.0% |
| 5Y | +54.1% | +13.9% | +40.2% | +43.2% |
| 10Y | +140.6% | +56.4% | +84.2% | +96.6% |
| All | +155.6% | +1,142.9% | -987.3% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling