+14.2%
FXI vs HBM
+622.7%
-608.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +7.0% | +1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -2.2% |
| 30D | -3.7% | -3.7% | 0.0% | -3.3% |
| 3M | -0.4% | +8.0% | -8.4% | -3.2% |
| 6M | -5.4% | +15.8% | -21.2% | -10.5% |
| YTD | -9.6% | +34.4% | -44.0% | -17.9% |
| 1Y | -11.9% | +98.2% | -110.1% | -27.0% |
| 3Y | +37.8% | +476.6% | -438.7% | -11.9% |
| 5Y | -7.0% | +331.1% | -338.1% | -39.5% |
| All | +14.2% | +622.7% | -608.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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