+14.7%
FXI vs HCA
+511.6%
-496.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -3.9% | +5.4% | -9.3% | -4.7% |
| 30D | -2.1% | +3.0% | -5.1% | -2.7% |
| 3M | -0.5% | +13.0% | -13.5% | -2.8% |
| 6M | -4.5% | -20.3% | +15.7% | -1.2% |
| YTD | -9.2% | -8.2% | -1.0% | -8.5% |
| 1Y | -13.8% | +6.7% | -20.5% | -15.5% |
| 3Y | +36.6% | +60.4% | -23.8% | +22.6% |
| 5Y | -6.7% | +73.4% | -80.1% | -19.0% |
| All | +14.7% | +511.6% | -496.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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