+1,401.0%
HD vs FXI
+213.2%
+1,187.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | +4.3% | +5.7% | -1.3% | +2.4% |
| 30D | +20.2% | +4.6% | +15.6% | +18.3% |
| 3M | -1.0% | -2.8% | +1.8% | -0.1% |
| 6M | +7.9% | -6.1% | +14.0% | +9.9% |
| YTD | +2.0% | -8.0% | +10.0% | +4.5% |
| 1Y | -4.3% | -11.3% | +7.0% | -0.8% |
| 3Y | +25.9% | +42.6% | -16.7% | +6.8% |
| 5Y | +5.8% | -0.1% | +5.9% | -2.1% |
| 10Y | +262.5% | +22.7% | +239.8% | +203.9% |
| All | +1,401.0% | +213.2% | +1,187.8% | +700.9% |
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