+87.9%
FXI vs HBM
+456.2%
-368.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -4.2% | +2.2% | -6.5% | -4.8% |
| 30D | -1.1% | -11.8% | +10.7% | +1.2% |
| 3M | -4.0% | -19.2% | +15.3% | -0.4% |
| 6M | -11.8% | -22.9% | +11.1% | -9.0% |
| YTD | -11.9% | +7.8% | -19.7% | -16.9% |
| 1Y | -16.1% | +34.9% | -51.0% | -25.0% |
| 3Y | +38.8% | +422.2% | -383.4% | -11.4% |
| 5Y | -9.1% | +192.8% | -201.9% | -37.2% |
| 10Y | +18.4% | +281.1% | -262.7% | -35.3% |
| All | +87.9% | +456.2% | -368.2% | -29.0% |
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