+392.8%
HL vs EWJ
+73.0%
+319.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -4.0% |
| 7D | -4.4% | +0.3% | -4.6% | -4.8% |
| 30D | +9.3% | +0.8% | +8.5% | +8.1% |
| 3M | +32.0% | +7.5% | +24.5% | +21.0% |
| 6M | -6.4% | +15.6% | -22.0% | -20.3% |
| YTD | +3.1% | +22.7% | -19.6% | -16.9% |
| 1Y | +77.6% | +26.4% | +51.1% | +39.0% |
| 3Y | +392.8% | +72.5% | +320.3% | +171.1% |
| All | +392.8% | +73.0% | +319.8% | +171.1% |
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