+65.2%
HST vs EWJ
+71.9%
-6.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.0% | +2.9% | -0.9% | +0.3% |
| 30D | -5.2% | +1.1% | -6.3% | -5.9% |
| 3M | -6.2% | +7.1% | -13.4% | -10.4% |
| 6M | +20.4% | +16.2% | +4.3% | +8.9% |
| YTD | +30.6% | +22.0% | +8.6% | +13.9% |
| 1Y | +37.4% | +26.2% | +11.1% | +16.8% |
| All | +65.2% | +71.9% | -6.8% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling