+209.9%
FXI vs HUM
+2,202.0%
-1,992.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -2.8% | -0.2% | -2.5% | -2.7% |
| 30D | -5.3% | +3.7% | -9.0% | -6.1% |
| 3M | +0.3% | +10.4% | -10.1% | -2.0% |
| 6M | -4.6% | +125.7% | -130.3% | -20.4% |
| YTD | -9.1% | +57.3% | -66.4% | -18.9% |
| 1Y | -12.0% | +48.6% | -60.6% | -21.1% |
| 3Y | +38.6% | -11.3% | +50.0% | +34.4% |
| 5Y | -6.6% | +0.8% | -7.4% | -15.0% |
| 10Y | +15.0% | +146.7% | -131.6% | -23.1% |
| All | +209.9% | +2,202.0% | -1,992.1% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling