+111.9%
HAL vs EWJ
+50.3%
+61.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | -1.3% | +1.0% | -2.3% | -2.0% |
| 30D | +10.9% | +1.0% | +9.9% | +10.0% |
| 3M | -5.8% | +7.2% | -13.1% | -10.9% |
| 6M | +8.1% | +13.9% | -5.8% | -2.7% |
| YTD | +33.2% | +20.8% | +12.4% | +14.1% |
| 1Y | +74.2% | +26.4% | +47.8% | +43.6% |
| 3Y | -3.7% | +71.8% | -75.4% | -40.1% |
| 5Y | +111.9% | +49.9% | +62.0% | +46.5% |
| All | +111.9% | +50.3% | +61.6% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling