+2.1%
HD vs EWJ
+70.3%
-68.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.6% |
| 7D | -1.8% | +1.0% | -2.8% | -2.3% |
| 30D | -10.8% | +1.0% | -11.8% | -11.3% |
| 3M | -2.7% | +7.2% | -9.9% | -6.1% |
| 6M | -10.3% | +13.9% | -24.2% | -16.3% |
| YTD | -7.8% | +20.8% | -28.6% | -16.5% |
| 1Y | -23.1% | +26.4% | -49.5% | -32.0% |
| All | +2.1% | +70.3% | -68.2% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling