+224.7%
HPE vs FXI
+39.4%
+185.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +7.9% | -4.2% | +12.1% | +9.1% |
| 30D | -23.5% | -1.1% | -22.4% | -23.4% |
| 3M | -19.1% | -4.0% | -15.1% | -18.5% |
| 6M | +51.4% | -11.8% | +63.2% | +56.5% |
| YTD | +103.4% | -11.9% | +115.3% | +110.3% |
| 1Y | +114.4% | -16.1% | +130.5% | +124.7% |
| 3Y | +224.7% | +38.8% | +185.9% | +201.8% |
| All | +224.7% | +39.4% | +185.2% | +201.8% |
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