+265.5%
EWJ vs HDB
+3,812.1%
-3,546.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +3.3% | -2.8% | +6.1% | +4.0% |
| 3M | +5.0% | -3.5% | +8.5% | +5.6% |
| 6M | +11.5% | -24.7% | +36.3% | +19.6% |
| YTD | +22.4% | -36.6% | +58.9% | +37.1% |
| 1Y | +30.2% | -34.4% | +64.6% | +44.4% |
| 3Y | +72.8% | -24.4% | +97.2% | +81.8% |
| 5Y | +54.1% | -35.4% | +89.5% | +66.5% |
| 10Y | +140.6% | +39.5% | +101.1% | +99.6% |
| All | +265.5% | +3,812.1% | -3,546.6% | +30.0% |
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