+311.9%
HAL vs EWJ
+156.6%
+155.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | +2.9% | +2.5% | +0.4% | +1.1% |
| 30D | +17.0% | +3.3% | +13.8% | +14.2% |
| 3M | -9.7% | +5.0% | -14.6% | -13.5% |
| 6M | +8.6% | +11.5% | -2.9% | -1.3% |
| YTD | +33.0% | +22.4% | +10.6% | +12.9% |
| 1Y | +68.3% | +30.2% | +38.1% | +36.2% |
| 3Y | +0.1% | +72.8% | -72.7% | -34.5% |
| 5Y | +102.6% | +54.1% | +48.5% | +44.1% |
| 10Y | +3.8% | +140.6% | -136.8% | -40.8% |
| All | +311.9% | +156.6% | +155.2% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling