+403.8%
HUT vs EWJ
+90.5%
+313.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -5.0% | -4.5% |
| 7D | +2.8% | -1.5% | +4.3% | +5.7% |
| 30D | +2.1% | +0.2% | +1.9% | +2.0% |
| 3M | -14.3% | +8.6% | -22.9% | -25.3% |
| 6M | +84.2% | +12.1% | +72.1% | +57.8% |
| YTD | +97.2% | +20.1% | +77.1% | +53.9% |
| 1Y | +192.7% | +25.2% | +167.6% | +115.8% |
| 3Y | +712.6% | +70.8% | +641.8% | +256.6% |
| 5Y | +85.5% | +49.2% | +36.3% | +4.5% |
| All | +403.8% | +90.5% | +313.3% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling