+1,303.0%
HD vs FXI
+221.5%
+1,081.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | -8.4% | -0.6% | -7.9% | -8.3% |
| 3M | +4.3% | +1.9% | +2.4% | +3.5% |
| 6M | -11.1% | -0.2% | -11.0% | -11.3% |
| YTD | -4.7% | -5.6% | +0.9% | -3.2% |
| 1Y | -19.8% | -4.7% | -15.1% | -19.0% |
| 3Y | +4.1% | +38.0% | -33.9% | -10.7% |
| 5Y | +10.3% | -2.7% | +13.0% | +3.0% |
| 10Y | +203.2% | +19.9% | +183.2% | +156.4% |
| All | +1,303.0% | +221.5% | +1,081.5% | +642.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling