+30.7%
HD vs FXI
+39.4%
-8.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.5% | -4.2% | +5.7% | +2.3% |
| 30D | +18.0% | -1.1% | +19.1% | +18.2% |
| 3M | +2.8% | -4.0% | +6.8% | +3.5% |
| 6M | +17.0% | -11.8% | +28.8% | +19.5% |
| YTD | +3.5% | -11.9% | +15.4% | +5.5% |
| 1Y | -2.6% | -16.1% | +13.5% | +0.1% |
| 3Y | +30.7% | +38.8% | -8.1% | +28.0% |
| All | +30.7% | +39.4% | -8.7% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling