+49.2%
EWJ vs HRB
+109.9%
-60.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.5% | -12.2% | +10.7% | -0.7% |
| 30D | +0.2% | -3.0% | +3.1% | +0.2% |
| 3M | +8.6% | +21.7% | -13.1% | +6.8% |
| 6M | +12.1% | +52.3% | -40.2% | +7.6% |
| YTD | +20.1% | +6.5% | +13.6% | +20.3% |
| 1Y | +25.2% | -6.7% | +31.9% | +27.5% |
| 3Y | +70.8% | +25.1% | +45.6% | +64.7% |
| 5Y | +49.2% | +113.8% | -64.6% | +32.9% |
| All | +49.2% | +109.9% | -60.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling