-16.1%
FXI vs HST
+53.2%
-69.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.2% | +3.6% | -7.8% | -4.7% |
| 30D | -1.1% | +11.2% | -12.3% | -3.1% |
| 3M | -4.0% | +13.1% | -17.1% | -6.2% |
| 6M | -11.8% | +23.9% | -35.7% | -16.0% |
| YTD | -11.9% | +52.3% | -64.2% | -20.3% |
| 1Y | -16.1% | +56.7% | -72.8% | -24.5% |
| All | -16.1% | +53.2% | -69.3% | -24.5% |
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