+36.0%
HBAN vs FXI
-8.2%
+44.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.9% | -2.8% | +0.9% | -1.3% |
| 30D | -5.9% | -3.7% | -2.2% | -5.1% |
| 3M | +0.2% | -0.4% | +0.7% | +0.2% |
| 6M | +6.6% | -5.4% | +12.1% | +7.7% |
| YTD | -1.7% | -9.6% | +7.9% | +0.2% |
| 1Y | -1.7% | -11.9% | +10.2% | +0.6% |
| 3Y | +74.9% | +37.8% | +37.0% | +59.0% |
| 5Y | +36.0% | -7.0% | +43.0% | +44.3% |
| All | +36.0% | -8.2% | +44.1% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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