+125.9%
EWJ vs HDB
+63.5%
+62.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +4.0% | +2.7% | +1.2% | +3.3% |
| 30D | -4.3% | +14.1% | -18.4% | -7.3% |
| 3M | -6.8% | +11.8% | -18.6% | -9.5% |
| 6M | -0.9% | +8.2% | -9.1% | -3.3% |
| YTD | +14.3% | -29.3% | +43.6% | +22.9% |
| 1Y | +15.3% | -28.8% | +44.1% | +23.7% |
| 3Y | +65.6% | -7.5% | +73.1% | +64.9% |
| 5Y | +47.5% | -23.1% | +70.5% | +51.1% |
| All | +125.9% | +63.5% | +62.4% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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