+18.2%
EWJ vs THC
+46.1%
-27.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.6% | -8.2% | +0.9% |
| 7D | -1.2% | +8.8% | -10.0% | -1.7% |
| 30D | -5.5% | +12.6% | -18.1% | -6.1% |
| 3M | -0.8% | +15.4% | -16.2% | -1.6% |
| 6M | +7.1% | +57.7% | -50.6% | +3.7% |
| YTD | +16.9% | +47.1% | -30.2% | +13.9% |
| 1Y | +18.2% | +40.7% | -22.5% | +15.5% |
| All | +18.2% | +46.1% | -27.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling