+137.9%
EWJ vs HAS
+1,524.2%
-1,386.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +3.3% |
| 7D | -1.5% | +2.2% | -3.6% | -1.9% |
| 30D | -6.5% | +29.6% | -36.1% | -11.8% |
| 3M | -5.6% | +30.3% | -35.9% | -11.1% |
| 6M | -0.3% | +25.6% | -25.9% | -5.7% |
| YTD | +13.9% | +50.8% | -36.9% | +3.3% |
| 1Y | +14.6% | +63.0% | -48.5% | +2.0% |
| 3Y | +66.6% | +211.6% | -144.9% | +26.4% |
| 5Y | +47.7% | +50.4% | -2.7% | +29.0% |
| 10Y | +126.0% | +101.9% | +24.1% | +74.6% |
| All | +137.9% | +1,524.2% | -1,386.3% | +8.3% |
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 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