+21.2%
FXI vs HST
+137.2%
-115.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.5% |
| 7D | +4.4% | -1.1% | +5.5% | +4.6% |
| 30D | +1.2% | +11.6% | -10.4% | -1.7% |
| 3M | -4.2% | +9.5% | -13.7% | -6.5% |
| 6M | -6.2% | +18.9% | -25.2% | -10.7% |
| YTD | -8.8% | +51.0% | -59.8% | -18.5% |
| 1Y | -11.6% | +53.0% | -64.6% | -21.4% |
| 3Y | +45.1% | +87.5% | -42.4% | +20.8% |
| 5Y | -1.2% | +76.7% | -77.9% | -17.9% |
| All | +21.2% | +137.2% | -115.9% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling