-13.9%
HUT vs EWJ
+49.8%
-63.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.9% | +5.6% | +3.7% |
| 7D | +24.8% | -1.9% | +26.6% | +29.5% |
| 30D | -28.4% | -5.3% | -23.0% | -19.7% |
| 3M | -31.2% | -4.3% | -26.9% | -24.3% |
| 6M | -40.2% | +0.4% | -40.6% | -39.7% |
| YTD | +32.9% | +14.7% | +18.2% | +8.3% |
| 1Y | +39.1% | +14.7% | +24.3% | +13.3% |
| 3Y | +462.8% | +66.2% | +396.6% | +104.6% |
| 5Y | -13.9% | +50.2% | -64.1% | -56.9% |
| All | -13.9% | +49.8% | -63.7% | -56.9% |
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