+5,520.4%
HD vs EWJ
+136.0%
+5,384.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +5.2% | -2.4% | +7.6% | +6.5% |
| 30D | +20.7% | -7.6% | +28.4% | +25.9% |
| 3M | +0.8% | -5.9% | +6.7% | +3.9% |
| 6M | +12.2% | -1.5% | +13.7% | +12.3% |
| YTD | +4.2% | +12.6% | -8.3% | -3.3% |
| 1Y | -2.6% | +12.7% | -15.2% | -9.6% |
| 3Y | +30.0% | +63.1% | -33.1% | -2.9% |
| 5Y | +8.1% | +48.2% | -40.1% | -15.1% |
| 10Y | +247.2% | +123.1% | +124.0% | +121.9% |
| All | +5,520.4% | +136.0% | +5,384.4% | +2,529.7% |
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