+420.1%
HUT vs EWJ
+94.1%
+326.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +5.5% |
| 7D | +17.8% | +2.5% | +15.3% | +13.1% |
| 30D | +0.8% | +3.3% | -2.4% | -4.6% |
| 3M | -26.8% | +5.0% | -31.8% | -31.8% |
| 6M | +72.6% | +11.5% | +61.0% | +49.2% |
| YTD | +103.6% | +22.4% | +81.2% | +53.7% |
| 1Y | +265.3% | +30.2% | +235.1% | +151.0% |
| 3Y | +689.4% | +72.8% | +616.6% | +239.1% |
| 5Y | +75.3% | +54.1% | +21.2% | -6.3% |
| All | +420.1% | +94.1% | +326.0% | +95.2% |
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 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