+200.3%
FXI vs HRB
+344.5%
-144.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -4.2% | -5.1% | +0.9% | -2.8% |
| 30D | -1.1% | +8.7% | -9.8% | -3.6% |
| 3M | -4.0% | -5.4% | +1.4% | -3.0% |
| 6M | -11.8% | +41.6% | -53.4% | -21.8% |
| YTD | -11.9% | +18.7% | -30.6% | -19.2% |
| 1Y | -16.1% | +16.4% | -32.6% | -22.8% |
| 3Y | +38.8% | +22.0% | +16.8% | +22.3% |
| 5Y | -9.1% | +141.2% | -150.3% | -39.3% |
| 10Y | +18.4% | +223.1% | -204.7% | -39.8% |
| All | +200.3% | +344.5% | -144.2% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling