+23.1%
FXI vs HWM
+1,494.1%
-1,471.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +1.0% | -2.1% | +3.1% | +1.4% |
| 30D | -0.6% | -11.0% | +10.4% | +1.6% |
| 3M | +1.9% | +4.0% | -2.1% | +0.7% |
| 6M | -0.2% | -0.2% | +0.1% | -0.8% |
| YTD | -5.6% | +26.7% | -32.2% | -10.7% |
| 1Y | -4.7% | +44.7% | -49.4% | -12.3% |
| 3Y | +38.0% | +426.1% | -388.1% | -5.2% |
| 5Y | -2.7% | +738.5% | -741.2% | -39.9% |
| All | +23.1% | +1,494.1% | -1,471.0% | -35.0% |
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