+38.8%
FXI vs HRB
+22.6%
+16.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -4.2% | -5.1% | +0.9% | -4.1% |
| 30D | -1.1% | +8.7% | -9.8% | -1.3% |
| 3M | -4.0% | -5.4% | +1.4% | -3.9% |
| 6M | -11.8% | +41.6% | -53.4% | -12.7% |
| YTD | -11.9% | +18.7% | -30.6% | -10.7% |
| 1Y | -16.1% | +16.4% | -32.6% | -14.9% |
| 3Y | +38.8% | +22.0% | +16.8% | +31.1% |
| All | +38.8% | +22.6% | +16.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling