+87.9%
FXI vs HBM
+462.4%
-374.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -4.2% | +5.1% | -9.2% | -5.3% |
| 30D | -2.0% | -15.8% | +13.8% | +1.2% |
| 3M | -5.0% | -22.4% | +17.4% | -0.6% |
| 6M | -9.6% | -20.2% | +10.6% | -7.4% |
| YTD | -11.9% | +9.0% | -20.9% | -17.1% |
| 1Y | -16.7% | +27.4% | -44.0% | -24.5% |
| 3Y | +40.6% | +424.2% | -383.6% | -10.3% |
| 5Y | -9.1% | +196.1% | -205.2% | -37.3% |
| 10Y | +18.4% | +285.4% | -267.0% | -35.4% |
| All | +87.9% | +462.4% | -374.5% | -29.1% |
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