+5,525.4%
HD vs EWJ
+140.6%
+5,384.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.0% |
| 7D | -1.2% | -1.9% | +0.7% | -0.3% |
| 30D | +20.9% | -5.3% | +26.2% | +24.4% |
| 3M | -0.2% | -4.3% | +4.2% | +2.0% |
| 6M | +14.5% | +0.4% | +14.1% | +13.4% |
| YTD | +4.3% | +14.7% | -10.4% | -4.2% |
| 1Y | -3.5% | +14.7% | -18.2% | -11.4% |
| 3Y | +30.1% | +66.2% | -36.1% | -3.8% |
| 5Y | +8.5% | +50.2% | -41.7% | -15.4% |
| 10Y | +245.3% | +127.1% | +118.2% | +118.5% |
| All | +5,525.4% | +140.6% | +5,384.9% | +2,504.5% |
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