+52.7%
EWJ vs THC
+248.0%
-195.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | 0.0% |
| 7D | +2.9% | -2.6% | +5.4% | +3.2% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | +7.1% | +58.9% | -51.8% | +0.2% |
| 6M | +16.2% | +9.3% | +6.9% | +14.2% |
| YTD | +22.0% | +30.4% | -8.4% | +16.7% |
| 1Y | +26.2% | +34.6% | -8.4% | +19.8% |
| 3Y | +73.5% | +246.7% | -173.2% | +41.1% |
| 5Y | +52.7% | +244.5% | -191.8% | +23.2% |
| All | +52.7% | +248.0% | -195.3% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling