-3.5%
HD vs EWJ
+15.1%
-18.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.7% |
| 7D | -1.2% | -1.9% | +0.7% | -0.5% |
| 30D | +20.9% | -5.3% | +26.2% | +23.4% |
| 3M | -0.2% | -4.3% | +4.2% | +1.4% |
| 6M | +14.5% | +0.4% | +14.1% | +13.1% |
| YTD | +4.3% | +14.7% | -10.4% | -5.7% |
| 1Y | -3.5% | +14.7% | -18.2% | -12.8% |
| All | -3.5% | +15.1% | -18.5% | -12.8% |
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 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