+132.3%
HON vs EWJ
+144.4%
-12.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.5% |
| 7D | -3.5% | +0.3% | -3.7% | -3.7% |
| 30D | -13.8% | +0.8% | -14.5% | -14.3% |
| 3M | -11.7% | +7.5% | -19.2% | -16.7% |
| 6M | -18.7% | +15.6% | -34.3% | -27.6% |
| YTD | +0.2% | +22.7% | -22.5% | -15.0% |
| 1Y | -3.1% | +26.4% | -29.5% | -19.9% |
| 3Y | +17.0% | +72.5% | -55.6% | -27.2% |
| 5Y | +2.0% | +52.4% | -50.4% | -29.1% |
| All | +132.3% | +144.4% | -12.1% | +9.1% |
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 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