+99.3%
EWJ vs USHY
+49.7%
+49.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | -1.5% | -0.7% | -0.8% | -0.5% |
| 30D | +0.2% | -0.5% | +0.7% | +0.9% |
| 3M | +8.6% | +0.5% | +8.1% | +8.0% |
| 6M | +12.1% | +1.5% | +10.6% | +10.3% |
| YTD | +20.1% | +1.7% | +18.3% | +17.9% |
| 1Y | +25.2% | +3.5% | +21.6% | +20.2% |
| 3Y | +70.8% | +27.2% | +43.6% | +28.9% |
| 5Y | +49.2% | +21.0% | +28.2% | +20.1% |
| All | +99.3% | +49.7% | +49.7% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling