-2.8%
FXI vs HDB
-22.5%
+19.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +3.7% | +12.7% | -9.0% | +0.4% |
| 30D | +0.5% | +16.6% | -16.1% | -3.6% |
| 3M | -5.7% | +10.8% | -16.5% | -8.5% |
| 6M | -6.9% | +3.8% | -10.7% | -8.7% |
| YTD | -9.5% | -28.9% | +19.4% | -1.1% |
| 1Y | -14.0% | -28.0% | +14.0% | -6.5% |
| 3Y | +44.5% | -7.2% | +51.7% | +42.1% |
| 5Y | -2.8% | -22.2% | +19.5% | -2.1% |
| All | -2.8% | -22.5% | +19.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling