+200.4%
HL vs FXI
+213.7%
-13.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.5% |
| 7D | +7.1% | -1.0% | +8.0% | +7.7% |
| 30D | +21.4% | -3.2% | +24.7% | +24.0% |
| 3M | +37.4% | +1.7% | +35.8% | +35.6% |
| 6M | +0.4% | -1.6% | +2.0% | +2.0% |
| YTD | +6.7% | -7.9% | +14.6% | +13.3% |
| 1Y | +102.4% | -9.6% | +112.0% | +118.1% |
| 3Y | +417.4% | +40.5% | +377.0% | +309.0% |
| 5Y | +243.3% | -6.2% | +249.6% | +232.8% |
| 10Y | +242.6% | +14.2% | +228.4% | +186.4% |
| All | +200.4% | +213.7% | -13.3% | -7.0% |
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