-6.5%
FXI vs HCA
+71.9%
-78.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -3.9% | +5.4% | -9.3% | -4.4% |
| 30D | -2.1% | +3.0% | -5.1% | -2.4% |
| 3M | -0.5% | +13.0% | -13.5% | -2.0% |
| 6M | -4.5% | -20.3% | +15.7% | -2.2% |
| YTD | -9.2% | -8.2% | -1.0% | -8.7% |
| 1Y | -13.8% | +6.7% | -20.5% | -15.0% |
| 3Y | +36.6% | +60.4% | -23.8% | +26.8% |
| All | -6.5% | +71.9% | -78.4% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling