+19.9%
FXI vs HWM
+1,166.3%
-1,146.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.5% |
| 7D | +5.7% | +3.4% | +2.3% | +4.8% |
| 30D | +4.6% | -7.5% | +12.1% | +5.8% |
| 3M | -2.8% | -28.9% | +26.1% | +3.2% |
| 6M | -6.1% | -19.6% | +13.5% | -3.0% |
| YTD | -8.0% | +0.6% | -8.6% | -9.5% |
| 1Y | -11.3% | +0.3% | -11.6% | -12.7% |
| 3Y | +42.6% | +326.1% | -283.5% | +1.6% |
| 5Y | -0.1% | +525.2% | -525.2% | -34.9% |
| 10Y | +22.7% | +1,492.9% | -1,470.1% | -32.3% |
| All | +19.9% | +1,166.3% | -1,146.4% | -34.1% |
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 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