+19.2%
FXI vs HST
+133.7%
-114.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.2% | +3.6% | -7.8% | -5.1% |
| 30D | -1.1% | +11.2% | -12.3% | -3.9% |
| 3M | -4.0% | +13.1% | -17.1% | -7.1% |
| 6M | -11.8% | +23.9% | -35.7% | -16.9% |
| YTD | -11.9% | +52.3% | -64.2% | -21.5% |
| 1Y | -16.1% | +56.7% | -72.8% | -25.9% |
| 3Y | +38.8% | +87.5% | -48.7% | +15.4% |
| 5Y | -9.1% | +82.8% | -91.9% | -25.1% |
| All | +19.2% | +133.7% | -114.6% | -10.0% |
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