+154.7%
EWJ vs HSY
+1,764.0%
-1,609.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.9% | -1.6% | +4.4% | +3.2% |
| 30D | +1.1% | -4.2% | +5.3% | +1.9% |
| 3M | +7.1% | -0.7% | +7.8% | +6.9% |
| 6M | +16.2% | -21.8% | +38.0% | +21.4% |
| YTD | +22.0% | -2.7% | +24.7% | +21.6% |
| 1Y | +26.2% | -4.8% | +31.0% | +26.2% |
| 3Y | +73.5% | -9.4% | +82.8% | +72.9% |
| 5Y | +52.7% | +11.3% | +41.4% | +44.3% |
| 10Y | +138.5% | +125.0% | +13.5% | +90.6% |
| All | +154.7% | +1,764.0% | -1,609.3% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling