+213.4%
FXI vs HST
+281.6%
-68.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +5.7% | -2.7% | +8.3% | +6.7% |
| 30D | +4.6% | +10.7% | -6.1% | +0.3% |
| 3M | -2.8% | +6.3% | -9.0% | -5.3% |
| 6M | -6.1% | +19.0% | -25.0% | -12.8% |
| YTD | -8.0% | +47.0% | -55.1% | -21.7% |
| 1Y | -11.3% | +53.4% | -64.8% | -25.9% |
| 3Y | +42.6% | +78.0% | -35.4% | +9.9% |
| 5Y | -0.1% | +71.7% | -71.7% | -24.4% |
| 10Y | +22.7% | +146.2% | -123.5% | -30.2% |
| All | +213.4% | +281.6% | -68.1% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling