-4.9%
FXI vs HST
+74.0%
-78.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.4% |
| 7D | +1.0% | -1.0% | +2.1% | +1.4% |
| 30D | -0.6% | -12.3% | +11.7% | +3.5% |
| 3M | +1.9% | -6.4% | +8.3% | +3.7% |
| 6M | -0.2% | +15.0% | -15.2% | -5.2% |
| YTD | -5.6% | +30.5% | -36.1% | -14.1% |
| 1Y | -4.7% | +35.7% | -40.3% | -14.6% |
| 3Y | +38.0% | +68.4% | -30.4% | +11.8% |
| All | -4.9% | +74.0% | -78.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling