+47.6%
EWJ vs HSY
+11.0%
+36.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | +4.0% | -2.1% | +6.1% | +4.1% |
| 30D | -4.3% | +6.1% | -10.4% | -4.6% |
| 3M | -6.8% | -5.6% | -1.2% | -6.5% |
| 6M | -0.9% | -9.5% | +8.7% | -0.2% |
| YTD | +14.3% | -2.1% | +16.4% | +14.1% |
| 1Y | +15.3% | +0.8% | +14.5% | +14.8% |
| 3Y | +65.6% | -2.1% | +67.8% | +63.8% |
| All | +47.6% | +11.0% | +36.6% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling