-4.6%
HD vs EWJ
+18.0%
-22.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.4% | +5.2% | +6.0% |
| 7D | +11.9% | -1.2% | +13.1% | +12.5% |
| 30D | +26.4% | -5.5% | +31.9% | +29.4% |
| 3M | +2.8% | -0.8% | +3.6% | +2.9% |
| 6M | +15.5% | +7.1% | +8.4% | +10.0% |
| YTD | +5.5% | +16.9% | -11.3% | -5.3% |
| 1Y | -4.6% | +18.2% | -22.8% | -15.3% |
| All | -4.6% | +18.0% | -22.5% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling