+569.1%
HST vs EWJ
+138.9%
+430.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | +3.6% | +3.6% | 0.0% | +1.0% |
| 30D | +9.9% | -6.0% | +15.9% | +14.7% |
| 3M | +12.9% | -6.5% | +19.4% | +18.0% |
| 6M | +22.9% | -0.1% | +23.0% | +21.8% |
| YTD | +52.4% | +13.9% | +38.5% | +37.0% |
| 1Y | +52.5% | +13.1% | +39.4% | +37.7% |
| 3Y | +87.4% | +65.0% | +22.4% | +27.8% |
| 5Y | +82.9% | +47.0% | +35.9% | +36.4% |
| 10Y | +134.8% | +125.5% | +9.3% | +34.2% |
| All | +569.1% | +138.9% | +430.3% | +262.6% |
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