+256.9%
HL vs FXI
+17.1%
+239.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -4.4% | -3.9% | -0.5% | -2.1% |
| 30D | +9.3% | -2.1% | +11.4% | +10.8% |
| 3M | +32.0% | -0.5% | +32.4% | +32.0% |
| 6M | -6.4% | -4.5% | -1.9% | -3.2% |
| YTD | +3.1% | -9.2% | +12.4% | +10.3% |
| 1Y | +77.6% | -13.8% | +91.3% | +96.2% |
| 3Y | +392.8% | +36.6% | +356.2% | +303.0% |
| 5Y | +234.1% | -6.7% | +240.8% | +238.3% |
| All | +256.9% | +17.1% | +239.9% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling