+50.4%
EWJ vs HSY
+12.0%
+38.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.8% | -5.2% | +6.0% | +1.1% |
| 3M | +7.5% | -3.4% | +10.9% | +7.6% |
| 6M | +15.6% | -19.2% | +34.8% | +17.5% |
| YTD | +22.7% | -2.6% | +25.4% | +22.6% |
| 1Y | +26.4% | -3.8% | +30.2% | +26.4% |
| 3Y | +72.5% | -10.6% | +83.2% | +72.8% |
| All | +50.4% | +12.0% | +38.4% | +43.3% |
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