+575.2%
HLT vs EWJ
+144.4%
+430.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.7% |
| 7D | -1.6% | +0.3% | -1.9% | -1.9% |
| 30D | -5.0% | +0.8% | -5.8% | -5.8% |
| 3M | -10.4% | +7.5% | -17.9% | -15.9% |
| 6M | +3.2% | +15.6% | -12.3% | -9.1% |
| YTD | +6.7% | +22.7% | -16.0% | -11.1% |
| 1Y | +10.3% | +26.4% | -16.1% | -10.8% |
| 3Y | +99.3% | +72.5% | +26.8% | +19.2% |
| 5Y | +143.7% | +52.4% | +91.2% | +63.2% |
| All | +575.2% | +144.4% | +430.8% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling