+348.5%
HWM vs EWJ
+67.1%
+281.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.3% | +0.8% |
| 7D | +5.0% | -1.9% | +6.8% | +6.5% |
| 30D | +1.5% | -5.3% | +6.9% | +5.7% |
| 3M | -20.3% | -4.3% | -16.0% | -17.9% |
| 6M | -18.0% | +0.4% | -18.4% | -18.9% |
| YTD | +9.5% | +14.7% | -5.2% | -2.6% |
| 1Y | +7.5% | +14.7% | -7.3% | -4.5% |
| All | +348.5% | +67.1% | +281.4% | +198.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling