-6.2%
FXI vs THC
+248.0%
-254.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.2% |
| 7D | -1.0% | -2.6% | +1.6% | -0.7% |
| 30D | -3.2% | -1.2% | -2.1% | -3.1% |
| 3M | +1.7% | +58.9% | -57.2% | -4.5% |
| 6M | -1.6% | +9.3% | -10.9% | -3.1% |
| YTD | -7.9% | +30.4% | -38.3% | -11.7% |
| 1Y | -9.6% | +34.6% | -44.2% | -14.0% |
| 3Y | +40.5% | +246.7% | -206.2% | +13.3% |
| 5Y | -6.2% | +244.5% | -250.8% | -27.5% |
| All | -6.2% | +248.0% | -254.2% | -27.5% |
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