+76.0%
HPQ vs EWJ
+16.4%
+59.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.9% |
| 7D | +1.3% | +1.0% | +0.3% | +1.2% |
| 30D | +8.7% | +1.0% | +7.7% | +8.7% |
| 3M | +31.5% | +7.2% | +24.2% | +31.4% |
| 6M | +76.0% | +13.9% | +62.1% | +75.0% |
| All | +76.0% | +16.4% | +59.6% | +75.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling