+141.9%
EWJ vs HSY
+128.6%
+13.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.8% | -5.2% | +6.0% | +1.6% |
| 3M | +7.5% | -3.4% | +10.9% | +7.8% |
| 6M | +15.6% | -19.2% | +34.8% | +19.5% |
| YTD | +22.7% | -2.6% | +25.4% | +22.3% |
| 1Y | +26.4% | -3.8% | +30.2% | +26.1% |
| 3Y | +72.5% | -10.6% | +83.2% | +73.0% |
| 5Y | +52.4% | +12.3% | +40.2% | +42.3% |
| All | +141.9% | +128.6% | +13.3% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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