+597.9%
HPE vs FXI
+11.0%
+586.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +13.6% | -4.2% | +17.8% | +15.6% |
| 30D | -27.1% | -2.0% | -25.1% | -26.7% |
| 3M | -14.5% | -5.0% | -9.5% | -13.2% |
| 6M | +66.9% | -9.6% | +76.6% | +73.1% |
| YTD | +111.3% | -11.9% | +123.2% | +121.5% |
| 1Y | +117.5% | -16.7% | +134.1% | +133.4% |
| 3Y | +238.1% | +40.6% | +197.5% | +178.4% |
| 5Y | +292.4% | -9.1% | +301.5% | +292.3% |
| 10Y | +389.3% | +18.4% | +370.9% | +270.5% |
| All | +597.9% | +11.0% | +586.9% | +425.5% |
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 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