+42.6%
FXI vs HWM
+330.9%
-288.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | +5.7% | +3.4% | +2.3% | +5.0% |
| 30D | +4.6% | -7.5% | +12.1% | +5.4% |
| 3M | -2.8% | -28.9% | +26.1% | +1.2% |
| 6M | -6.1% | -19.6% | +13.5% | -4.1% |
| YTD | -8.0% | +0.6% | -8.6% | -9.2% |
| 1Y | -11.3% | +0.3% | -11.6% | -12.4% |
| 3Y | +42.6% | +326.1% | -283.5% | +1.7% |
| All | +42.6% | +330.9% | -288.3% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling