+204.2%
FXI vs HDB
+1,786.7%
-1,582.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.9% | +6.9% | -8.9% | -5.2% |
| 30D | -0.6% | +15.2% | -15.9% | -7.5% |
| 3M | -4.9% | +11.7% | -16.6% | -10.4% |
| 6M | -8.8% | +7.5% | -16.3% | -13.5% |
| YTD | -10.7% | -28.8% | +18.0% | +3.0% |
| 1Y | -15.2% | -29.1% | +13.9% | -2.1% |
| 3Y | +42.5% | -7.0% | +49.5% | +38.9% |
| 5Y | -7.8% | -22.1% | +14.2% | -5.0% |
| 10Y | +20.0% | +64.9% | -44.9% | -27.0% |
| All | +204.2% | +1,786.7% | -1,582.5% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling