+86.1%
HUT vs EWJ
+50.3%
+35.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -1.6% |
| 7D | +18.9% | +1.0% | +17.9% | +16.8% |
| 30D | +12.0% | +1.0% | +11.0% | +10.0% |
| 3M | -14.9% | +7.2% | -22.1% | -25.8% |
| 6M | +96.8% | +13.9% | +82.9% | +58.3% |
| YTD | +108.8% | +20.8% | +88.0% | +53.3% |
| 1Y | +227.4% | +26.4% | +201.0% | +123.2% |
| 3Y | +760.3% | +71.8% | +688.5% | +201.8% |
| 5Y | +86.1% | +49.9% | +36.2% | -22.2% |
| All | +86.1% | +50.3% | +35.8% | -22.2% |
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