+151.7%
HYG vs EWJ
+134.5%
+17.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -0.7% | +0.8% | -1.5% | -1.0% |
| 3M | -0.2% | +7.5% | -7.7% | -2.4% |
| 6M | +1.4% | +15.6% | -14.2% | -3.1% |
| YTD | +1.5% | +22.7% | -21.3% | -5.0% |
| 1Y | +2.9% | +26.4% | -23.5% | -4.6% |
| 3Y | +25.6% | +72.5% | -46.9% | +5.1% |
| 5Y | +18.6% | +52.4% | -33.9% | +2.2% |
| 10Y | +55.7% | +143.8% | -88.1% | +15.0% |
| All | +151.7% | +134.5% | +17.2% | +64.5% |
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