+636.8%
HLT vs FXI
+22.8%
+614.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -1.5% | -2.8% | +1.3% | -0.4% |
| 30D | -1.2% | -5.3% | +4.1% | +0.7% |
| 3M | -10.3% | +0.3% | -10.7% | -10.7% |
| 6M | +1.3% | -4.6% | +5.8% | +2.7% |
| YTD | +7.0% | -9.1% | +16.1% | +10.3% |
| 1Y | +11.9% | -12.0% | +23.8% | +16.4% |
| 3Y | +100.7% | +38.6% | +62.0% | +69.0% |
| 5Y | +147.5% | -6.6% | +154.1% | +140.5% |
| 10Y | +586.5% | +15.0% | +571.5% | +485.4% |
| All | +636.8% | +22.8% | +614.1% | +483.0% |
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