+15.0%
FXI vs HST
+101.1%
-86.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -5.3% | -2.8% | -2.5% | -4.7% |
| 3M | +0.3% | -6.5% | +6.8% | +1.8% |
| 6M | -4.6% | +20.7% | -25.3% | -9.5% |
| YTD | -9.1% | +30.5% | -39.5% | -15.6% |
| 1Y | -12.0% | +36.8% | -48.7% | -19.4% |
| 3Y | +38.6% | +65.9% | -27.2% | +19.0% |
| 5Y | -6.6% | +73.9% | -80.5% | -21.7% |
| 10Y | +15.0% | +107.0% | -92.0% | -10.4% |
| All | +15.0% | +101.1% | -86.1% | -10.4% |
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