+4.4%
HWM vs EWJ
+18.0%
-13.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -5.2% |
| 7D | +9.4% | -1.2% | +10.6% | +10.3% |
| 30D | -7.0% | -5.5% | -1.5% | -3.5% |
| 3M | -25.9% | -0.8% | -25.1% | -25.7% |
| 6M | -10.8% | +7.1% | -17.9% | -16.5% |
| YTD | +4.3% | +16.9% | -12.6% | -10.4% |
| 1Y | +4.4% | +18.2% | -13.8% | -11.0% |
| All | +4.4% | +18.0% | -13.6% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling