-4.7%
FXI vs HST
+38.1%
-42.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | +1.0% | -1.0% | +2.1% | +1.2% |
| 30D | -0.6% | -12.3% | +11.7% | +1.8% |
| 3M | +1.9% | -6.4% | +8.3% | +2.9% |
| 6M | -0.2% | +15.0% | -15.2% | -4.4% |
| YTD | -5.6% | +30.5% | -36.1% | -12.4% |
| 1Y | -4.7% | +35.7% | -40.3% | -16.1% |
| All | -4.7% | +38.1% | -42.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling