-16.4%
FXI vs ALHC
-31.6%
+15.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.1% |
| 7D | -2.8% | -4.1% | +1.3% | -2.6% |
| 30D | -5.3% | -5.4% | +0.1% | -5.0% |
| 3M | +0.3% | -32.1% | +32.5% | +2.0% |
| 6M | -4.6% | -28.5% | +23.9% | -3.8% |
| YTD | -9.1% | -34.0% | +24.9% | -8.0% |
| 1Y | -12.0% | -20.9% | +9.0% | -12.0% |
| 3Y | +38.6% | +151.5% | -112.9% | +20.6% |
| 5Y | -6.6% | -28.8% | +22.3% | -13.4% |
| All | -16.4% | -31.6% | +15.2% | -23.3% |
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