+18.2%
EWJ vs USHY
+1.9%
+16.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | -0.9% |
| 7D | -1.2% | -0.2% | -1.0% | -0.5% |
| 30D | -5.5% | +0.7% | -6.2% | -7.7% |
| 3M | -0.8% | -2.2% | +1.4% | +8.0% |
| 6M | +7.1% | -0.9% | +7.9% | +10.9% |
| YTD | +16.9% | +0.2% | +16.7% | +17.7% |
| 1Y | +18.2% | +1.7% | +16.5% | +13.3% |
| All | +18.2% | +1.9% | +16.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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