+398.8%
HL vs FXI
+35.7%
+363.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.6% |
| 7D | -5.6% | -2.8% | -2.8% | -3.9% |
| 30D | +12.7% | -3.7% | +16.4% | +15.5% |
| 3M | +42.5% | -0.4% | +42.9% | +42.5% |
| 6M | -9.0% | -5.4% | -3.6% | -5.1% |
| YTD | +4.4% | -9.6% | +14.0% | +12.2% |
| 1Y | +82.7% | -11.9% | +94.6% | +99.7% |
| All | +398.8% | +35.7% | +363.1% | +312.0% |
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