+36.8%
FXI vs BHP
+81.6%
-44.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -2.8% | +0.9% | -3.7% | -3.2% |
| 30D | -5.3% | +4.0% | -9.3% | -7.2% |
| 3M | +0.3% | +11.3% | -10.9% | -5.4% |
| 6M | -4.6% | +29.3% | -33.9% | -17.5% |
| YTD | -9.1% | +59.2% | -68.3% | -30.8% |
| 1Y | -12.0% | +80.8% | -92.8% | -38.2% |
| All | +36.8% | +81.6% | -44.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling