+20.3%
FXI vs HST
+143.2%
-122.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.9% | -2.9% |
| 7D | +3.7% | +0.6% | +3.1% | +3.4% |
| 30D | +0.5% | +14.5% | -14.0% | -3.1% |
| 3M | -5.7% | +15.4% | -21.1% | -9.3% |
| 6M | -6.9% | +22.0% | -28.9% | -11.9% |
| YTD | -9.5% | +54.9% | -64.3% | -19.6% |
| 1Y | -14.0% | +54.0% | -68.0% | -23.7% |
| 3Y | +44.5% | +90.4% | -45.9% | +19.8% |
| 5Y | -2.8% | +84.2% | -87.0% | -20.1% |
| 10Y | +20.3% | +144.6% | -124.3% | -7.4% |
| All | +20.3% | +143.2% | -122.9% | -7.4% |
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