+209.3%
FXI vs HRB
+301.0%
-91.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -3.9% | -8.0% | +4.2% | -1.6% |
| 30D | -2.1% | -16.0% | +13.9% | +2.7% |
| 3M | -0.5% | +26.9% | -27.3% | -8.3% |
| 6M | -4.5% | +51.1% | -55.7% | -17.9% |
| YTD | -9.2% | +7.1% | -16.3% | -14.0% |
| 1Y | -13.8% | -9.6% | -4.2% | -14.2% |
| 3Y | +36.6% | +25.4% | +11.2% | +18.9% |
| 5Y | -6.7% | +114.9% | -121.6% | -35.5% |
| 10Y | +14.8% | +206.4% | -191.6% | -41.1% |
| All | +209.3% | +301.0% | -91.7% | +7.9% |
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