+316.6%
EWJ vs HBM
+654.4%
-337.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -1.1% |
| 7D | +2.9% | +7.4% | -4.5% | +1.8% |
| 30D | +1.1% | +5.1% | -4.0% | +0.2% |
| 3M | +7.1% | +11.1% | -4.0% | +5.0% |
| 6M | +16.2% | +30.2% | -14.0% | +10.9% |
| YTD | +22.0% | +46.2% | -24.2% | +14.1% |
| 1Y | +26.2% | +120.0% | -93.8% | +11.2% |
| 3Y | +73.5% | +527.4% | -454.0% | +29.7% |
| 5Y | +52.7% | +400.4% | -347.7% | +13.6% |
| 10Y | +138.5% | +621.5% | -483.0% | +49.9% |
| All | +316.6% | +654.4% | -337.8% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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