+73.9%
HST vs EWJ
+50.3%
+23.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.6% |
| 7D | -0.3% | +1.0% | -1.3% | -1.1% |
| 30D | -2.8% | +1.0% | -3.8% | -3.6% |
| 3M | -6.5% | +7.2% | -13.7% | -12.0% |
| 6M | +20.7% | +13.9% | +6.8% | +7.7% |
| YTD | +30.5% | +20.8% | +9.7% | +10.3% |
| 1Y | +36.8% | +26.4% | +10.4% | +10.9% |
| 3Y | +65.9% | +71.8% | -5.9% | -1.6% |
| 5Y | +73.9% | +49.9% | +24.0% | +12.3% |
| All | +73.9% | +50.3% | +23.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling