-19.0%
FXI vs ALHC
-60.6%
+41.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.2% |
| 7D | -4.2% | -0.8% | -3.4% | -4.1% |
| 30D | -2.0% | -9.6% | +7.6% | -1.6% |
| 3M | -5.0% | -44.5% | +39.6% | -2.2% |
| 6M | -9.6% | -59.2% | +49.6% | -6.1% |
| YTD | -11.9% | -62.0% | +50.1% | -8.4% |
| 1Y | -16.7% | -54.8% | +38.2% | -14.4% |
| 3Y | +40.6% | +25.0% | +15.6% | +28.4% |
| 5Y | -9.1% | -65.3% | +56.3% | -12.2% |
| All | -19.0% | -60.6% | +41.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling