+229.4%
HBAN vs EWJ
+151.8%
+77.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -1.9% | -1.5% | -0.4% | -0.9% |
| 30D | -5.9% | +0.2% | -6.0% | -6.0% |
| 3M | +0.2% | +8.6% | -8.4% | -5.7% |
| 6M | +6.6% | +12.1% | -5.5% | -2.2% |
| YTD | -1.7% | +20.1% | -21.8% | -14.4% |
| 1Y | -1.7% | +25.2% | -26.9% | -16.9% |
| 3Y | +74.9% | +70.8% | +4.1% | +18.9% |
| 5Y | +36.0% | +49.2% | -13.2% | +1.5% |
| 10Y | +156.9% | +138.6% | +18.3% | +45.3% |
| All | +229.4% | +151.8% | +77.6% | +49.9% |
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