-1.2%
FXI vs THC
+274.4%
-275.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +5.7% | +3.7% | +2.0% | +5.1% |
| 30D | +4.6% | +9.0% | -4.5% | +3.4% |
| 3M | -2.8% | +10.4% | -13.2% | -4.1% |
| 6M | -6.1% | +45.7% | -51.7% | -11.0% |
| YTD | -8.0% | +42.6% | -50.6% | -13.0% |
| 1Y | -11.3% | +38.8% | -50.1% | -15.9% |
| 3Y | +42.6% | +418.8% | -376.2% | +7.7% |
| All | -1.2% | +274.4% | -275.5% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling