+1,497.0%
HWM vs EWJ
+121.6%
+1,375.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.4% |
| 7D | +7.3% | +4.0% | +3.3% | +2.9% |
| 30D | +1.6% | -4.3% | +5.8% | +6.4% |
| 3M | -21.9% | -6.8% | -15.1% | -16.1% |
| 6M | -19.0% | -0.9% | -18.2% | -19.4% |
| YTD | +7.9% | +14.3% | -6.3% | -9.0% |
| 1Y | +9.9% | +15.3% | -5.4% | -8.4% |
| 3Y | +342.1% | +65.6% | +276.5% | +130.9% |
| 5Y | +600.8% | +47.5% | +553.3% | +327.0% |
| 10Y | +1,493.8% | +126.2% | +1,367.6% | +480.4% |
| All | +1,497.0% | +121.6% | +1,375.4% | +477.7% |
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