-14.9%
HAL vs EWJ
+126.4%
-141.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.8% |
| 7D | +6.1% | +4.0% | +2.1% | +1.7% |
| 30D | +2.9% | -4.3% | +7.2% | +7.3% |
| 3M | +3.3% | -6.8% | +10.2% | +10.3% |
| 6M | -16.9% | -0.9% | -16.0% | -18.5% |
| YTD | +21.2% | +14.3% | +6.9% | -1.9% |
| 1Y | +27.5% | +15.3% | +12.2% | +2.0% |
| 3Y | -6.4% | +65.6% | -72.1% | -56.1% |
| 5Y | +58.0% | +47.5% | +10.5% | -12.3% |
| All | -14.9% | +126.4% | -141.2% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling