+92.3%
HL vs FXI
+200.0%
-107.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -11.1% | -4.2% | -6.9% | -8.6% |
| 30D | -12.1% | -1.1% | -11.0% | -11.2% |
| 3M | -26.1% | -4.0% | -22.1% | -24.0% |
| 6M | -37.7% | -11.8% | -25.9% | -32.4% |
| YTD | -31.7% | -11.9% | -19.8% | -25.3% |
| 1Y | -11.6% | -16.1% | +4.5% | -0.2% |
| 3Y | +249.6% | +38.8% | +210.9% | +179.3% |
| 5Y | +108.5% | -9.1% | +117.6% | +106.5% |
| 10Y | +127.0% | +18.4% | +108.5% | +84.8% |
| All | +92.3% | +200.0% | -107.7% | -38.6% |
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