+18.5%
FXI vs HWM
+1,330.2%
-1,311.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.8% | -8.0% | +5.3% | -1.3% |
| 30D | -5.3% | -18.0% | +12.7% | -1.8% |
| 3M | +0.3% | -9.5% | +9.8% | +1.8% |
| 6M | -4.6% | -8.4% | +3.8% | -3.7% |
| YTD | -9.1% | +13.6% | -22.7% | -12.2% |
| 1Y | -12.0% | +30.2% | -42.2% | -17.4% |
| 3Y | +38.6% | +392.2% | -353.6% | -3.7% |
| 5Y | -6.6% | +645.2% | -651.8% | -41.0% |
| All | +18.5% | +1,330.2% | -1,311.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling