+101.4%
FXI vs HBM
+613.3%
-512.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.7% |
| 7D | +1.0% | -6.4% | +7.4% | +2.4% |
| 30D | -0.6% | +5.9% | -6.5% | -2.0% |
| 3M | +1.9% | -8.9% | +10.8% | +2.5% |
| 6M | -0.2% | +10.7% | -10.8% | -4.7% |
| YTD | -5.6% | +38.3% | -43.9% | -15.0% |
| 1Y | -4.7% | +121.3% | -126.0% | -23.4% |
| 3Y | +38.0% | +450.6% | -412.6% | -12.5% |
| 5Y | -2.7% | +338.0% | -340.7% | -38.0% |
| 10Y | +19.9% | +578.6% | -558.7% | -42.4% |
| All | +101.4% | +613.3% | -512.0% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling