-16.7%
FXI vs THC
+44.8%
-61.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -2.0% | +7.5% | -9.5% | -2.6% |
| 3M | -5.0% | +7.5% | -12.5% | -5.5% |
| 6M | -9.6% | +46.4% | -56.1% | -11.9% |
| YTD | -11.9% | +44.4% | -56.3% | -14.1% |
| 1Y | -16.7% | +43.4% | -60.1% | -18.8% |
| All | -16.7% | +44.8% | -61.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling