-6.5%
FXI vs HUM
+6.5%
-13.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.4% |
| 7D | -3.9% | +2.1% | -5.9% | -3.9% |
| 30D | -2.1% | +5.4% | -7.5% | -2.1% |
| 3M | -0.5% | +11.4% | -11.9% | -0.5% |
| 6M | -4.5% | +141.5% | -146.0% | -4.7% |
| YTD | -9.2% | +61.2% | -70.4% | -9.3% |
| 1Y | -13.8% | +49.2% | -62.9% | -13.8% |
| 3Y | +36.6% | -9.0% | +45.6% | +38.5% |
| All | -6.5% | +6.5% | -13.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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