+540.0%
HPQ vs EWJ
+155.8%
+384.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -0.5% | +2.9% | -3.4% | -2.2% |
| 30D | +3.7% | +1.1% | +2.6% | +3.0% |
| 3M | +24.3% | +7.1% | +17.2% | +18.3% |
| 6M | +64.8% | +16.2% | +48.6% | +48.1% |
| YTD | +43.9% | +22.0% | +21.9% | +25.1% |
| 1Y | +11.7% | +26.2% | -14.6% | -4.9% |
| 3Y | +19.7% | +73.5% | -53.8% | -16.6% |
| 5Y | +32.2% | +52.7% | -20.5% | +0.1% |
| 10Y | +198.9% | +138.5% | +60.4% | +78.9% |
| All | +540.0% | +155.8% | +384.2% | +207.8% |
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