+133.9%
HL vs EWJ
+31.1%
+102.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -3.2% |
| 7D | +1.5% | +2.5% | -1.0% | -2.6% |
| 30D | +25.1% | +3.3% | +21.8% | +18.3% |
| 3M | +22.9% | +5.0% | +17.9% | +14.4% |
| 6M | -4.9% | +11.5% | -16.4% | -18.3% |
| YTD | +7.8% | +22.4% | -14.6% | -19.1% |
| 1Y | +133.9% | +30.2% | +103.7% | +57.5% |
| All | +133.9% | +31.1% | +102.7% | +57.5% |
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 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