+5,040.9%
HD vs EWJ
+156.6%
+4,884.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -2.1% | +2.5% | -4.6% | -3.4% |
| 30D | -8.4% | +3.3% | -11.7% | -10.1% |
| 3M | +4.3% | +5.0% | -0.6% | +1.1% |
| 6M | -11.1% | +11.5% | -22.7% | -16.8% |
| YTD | -4.7% | +22.4% | -27.1% | -15.3% |
| 1Y | -19.8% | +30.2% | -50.0% | -31.3% |
| 3Y | +4.1% | +72.8% | -68.7% | -24.5% |
| 5Y | +10.3% | +54.1% | -43.8% | -15.1% |
| 10Y | +203.2% | +140.6% | +62.6% | +86.2% |
| All | +5,040.9% | +156.6% | +4,884.2% | +2,202.5% |
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