+35.7%
HST vs EWJ
+31.1%
+4.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -1.0% | +2.5% | -3.5% | -2.0% |
| 30D | -12.3% | +3.3% | -15.5% | -13.4% |
| 3M | -6.4% | +5.0% | -11.3% | -8.3% |
| 6M | +15.0% | +11.5% | +3.5% | +8.5% |
| YTD | +30.5% | +22.4% | +8.1% | +17.8% |
| 1Y | +35.7% | +30.2% | +5.5% | +20.7% |
| All | +35.7% | +31.1% | +4.5% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling