+221.8%
FXI vs THC
+495.4%
-273.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -0.6% | +1.3% | -1.8% | -0.8% |
| 3M | +1.9% | +64.2% | -62.3% | -6.2% |
| 6M | -0.2% | +8.3% | -8.4% | -2.2% |
| YTD | -5.6% | +33.4% | -39.0% | -10.8% |
| 1Y | -4.7% | +37.7% | -42.3% | -10.7% |
| 3Y | +38.0% | +236.8% | -198.8% | +9.3% |
| 5Y | -2.7% | +249.3% | -251.9% | -26.0% |
| 10Y | +19.9% | +995.2% | -975.3% | -37.0% |
| All | +221.8% | +495.4% | -273.6% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling