+189.6%
HL vs EWJ
+155.8%
+33.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.8% |
| 7D | +7.1% | +2.9% | +4.2% | +5.0% |
| 30D | +21.4% | +1.1% | +20.4% | +20.5% |
| 3M | +37.4% | +7.1% | +30.3% | +32.0% |
| 6M | +0.4% | +16.2% | -15.8% | -7.9% |
| YTD | +6.7% | +22.0% | -15.3% | -4.8% |
| 1Y | +102.4% | +26.2% | +76.2% | +77.1% |
| 3Y | +417.4% | +73.5% | +344.0% | +270.8% |
| 5Y | +243.3% | +52.7% | +190.6% | +170.5% |
| 10Y | +242.6% | +138.5% | +104.1% | +111.0% |
| All | +189.6% | +155.8% | +33.8% | +55.2% |
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