+240.2%
EWJ vs HDB
+4,239.1%
-3,998.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +3.6% | +4.1% | -0.5% | +2.5% |
| 30D | -6.0% | +13.0% | -19.0% | -9.2% |
| 3M | -6.5% | +11.3% | -17.7% | -9.4% |
| 6M | -0.1% | +6.9% | -7.0% | -2.6% |
| YTD | +13.9% | -29.6% | +43.5% | +23.8% |
| 1Y | +13.1% | -29.5% | +42.6% | +22.8% |
| 3Y | +65.0% | -8.1% | +73.1% | +64.5% |
| 5Y | +47.0% | -23.4% | +70.4% | +51.4% |
| 10Y | +125.5% | +62.9% | +62.5% | +78.9% |
| All | +240.2% | +4,239.1% | -3,998.9% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling