+14.2%
FXI vs HDB
+32.9%
-18.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -2.8% | -6.2% | +3.4% | -0.9% |
| 30D | -3.7% | -6.2% | +2.6% | -1.8% |
| 3M | -0.4% | -5.9% | +5.5% | +0.7% |
| 6M | -5.4% | -25.9% | +20.5% | +2.6% |
| YTD | -9.6% | -40.2% | +30.6% | +4.6% |
| 1Y | -11.9% | -38.0% | +26.1% | +0.6% |
| 3Y | +37.8% | -30.5% | +68.3% | +49.2% |
| 5Y | -7.0% | -38.1% | +31.1% | +2.5% |
| All | +14.2% | +32.9% | -18.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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