+18.9%
FXI vs HWM
+1,230.5%
-1,211.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.8% |
| 7D | +4.4% | +1.6% | +2.8% | +3.9% |
| 30D | +1.2% | -3.9% | +5.2% | +1.7% |
| 3M | -4.2% | -23.2% | +19.1% | +0.2% |
| 6M | -6.2% | -20.0% | +13.8% | -3.0% |
| YTD | -8.8% | +5.7% | -14.5% | -11.1% |
| 1Y | -11.6% | +4.9% | -16.5% | -13.8% |
| 3Y | +45.1% | +347.0% | -301.9% | +2.4% |
| 5Y | -1.2% | +563.0% | -564.2% | -36.3% |
| 10Y | +20.1% | +1,579.2% | -1,559.1% | -34.4% |
| All | +18.9% | +1,230.5% | -1,211.6% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling