+123.6%
HOOD vs EWJ
+52.2%
+71.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.8% |
| 7D | -3.8% | +4.0% | -7.7% | -9.2% |
| 30D | -23.0% | -4.3% | -18.7% | -17.3% |
| 3M | -21.6% | -6.8% | -14.8% | -12.0% |
| 6M | +1.4% | -0.9% | +2.3% | +3.7% |
| YTD | -31.2% | +14.3% | -45.4% | -43.1% |
| 1Y | -35.9% | +15.3% | -51.2% | -47.6% |
| 3Y | +836.9% | +65.6% | +771.3% | +347.5% |
| 5Y | +121.1% | +47.5% | +73.7% | +14.4% |
| All | +123.6% | +52.2% | +71.4% | +26.1% |
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