+221.8%
FXI vs HST
+238.7%
-16.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | +1.9% | -6.4% | +8.3% | +4.1% |
| 6M | -0.2% | +15.0% | -15.2% | -6.1% |
| YTD | -5.6% | +30.5% | -36.1% | -15.6% |
| 1Y | -4.7% | +35.7% | -40.3% | -16.4% |
| 3Y | +38.0% | +68.4% | -30.4% | +8.6% |
| 5Y | -2.7% | +73.1% | -75.8% | -26.7% |
| 10Y | +19.9% | +92.7% | -72.8% | -24.5% |
| All | +221.8% | +238.7% | -16.9% | +38.2% |
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