+498.2%
HCA vs EWJ
+144.4%
+353.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | -0.2% |
| 7D | +5.4% | +0.3% | +5.1% | +5.2% |
| 30D | +3.0% | +0.8% | +2.2% | +2.3% |
| 3M | +13.0% | +7.5% | +5.5% | +6.4% |
| 6M | -20.3% | +15.6% | -35.8% | -29.5% |
| YTD | -8.2% | +22.7% | -31.0% | -23.1% |
| 1Y | +6.7% | +26.4% | -19.7% | -12.9% |
| 3Y | +60.4% | +72.5% | -12.1% | -3.0% |
| 5Y | +73.4% | +52.4% | +21.0% | +17.6% |
| All | +498.2% | +144.4% | +353.7% | +157.2% |
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