-13.2%
FXI vs ALHC
-28.9%
+15.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -0.6% | -1.0% | +0.5% | -0.5% |
| 3M | +1.9% | -10.2% | +12.1% | +1.6% |
| 6M | -0.2% | -28.3% | +28.1% | +0.7% |
| YTD | -5.6% | -31.4% | +25.9% | -4.6% |
| 1Y | -4.7% | -16.9% | +12.3% | -5.0% |
| 3Y | +38.0% | +135.5% | -97.5% | +21.2% |
| 5Y | -2.7% | -33.6% | +31.0% | -9.4% |
| All | -13.2% | -28.9% | +15.7% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling