+473.0%
HST vs EWJ
+156.6%
+316.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | -1.0% | +2.5% | -3.5% | -2.8% |
| 30D | -12.3% | +3.3% | -15.5% | -14.3% |
| 3M | -6.4% | +5.0% | -11.3% | -10.2% |
| 6M | +15.0% | +11.5% | +3.5% | +5.4% |
| YTD | +30.5% | +22.4% | +8.1% | +11.7% |
| 1Y | +35.7% | +30.2% | +5.5% | +10.8% |
| 3Y | +68.4% | +72.8% | -4.4% | +11.4% |
| 5Y | +73.1% | +54.1% | +19.0% | +25.0% |
| 10Y | +92.7% | +140.6% | -47.9% | +5.3% |
| All | +473.0% | +156.6% | +316.4% | +195.7% |
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 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