+645.2%
HWM vs EWJ
+50.3%
+594.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.3% |
| 7D | -8.0% | +1.0% | -9.0% | -8.8% |
| 30D | -18.0% | +1.0% | -19.0% | -18.8% |
| 3M | -9.5% | +7.2% | -16.7% | -15.0% |
| 6M | -8.4% | +13.9% | -22.3% | -18.5% |
| YTD | +13.6% | +20.8% | -7.2% | -4.2% |
| 1Y | +30.2% | +26.4% | +3.9% | +5.3% |
| 3Y | +392.2% | +71.8% | +320.5% | +194.7% |
| 5Y | +645.2% | +49.9% | +595.3% | +413.4% |
| All | +645.2% | +50.3% | +594.9% | +413.4% |
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