+489.7%
HPE vs FXI
+16.6%
+473.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.7% | -6.0% |
| 7D | +1.4% | -2.8% | +4.2% | +2.5% |
| 30D | +1.5% | -3.7% | +5.2% | +2.8% |
| 3M | +21.7% | -0.4% | +22.2% | +21.4% |
| 6M | +164.2% | -5.4% | +169.6% | +169.6% |
| YTD | +132.1% | -9.6% | +141.7% | +141.1% |
| 1Y | +130.6% | -11.9% | +142.6% | +142.1% |
| 3Y | +244.1% | +37.8% | +206.3% | +192.0% |
| 5Y | +340.8% | -7.0% | +347.9% | +341.5% |
| All | +489.7% | +16.6% | +473.2% | +401.5% |
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