+17.2%
FXI vs HCA
+1,635.7%
-1,618.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.3% |
| 7D | -1.0% | -2.8% | +1.8% | -0.4% |
| 30D | -3.2% | -2.7% | -0.5% | -2.8% |
| 3M | +1.7% | +11.5% | -9.8% | -0.8% |
| 6M | -1.6% | -24.3% | +22.7% | +3.3% |
| YTD | -7.9% | -13.6% | +5.7% | -6.0% |
| 1Y | -9.6% | -3.2% | -6.4% | -10.0% |
| 3Y | +40.5% | +50.4% | -10.0% | +26.2% |
| 5Y | -6.2% | +64.8% | -71.0% | -19.1% |
| 10Y | +14.2% | +456.5% | -442.4% | -29.2% |
| All | +17.2% | +1,635.7% | -1,618.5% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling