+621.7%
HPE vs FXI
+19.0%
+602.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.1% |
| 7D | -0.6% | +1.0% | -1.6% | -1.1% |
| 30D | -2.3% | -0.6% | -1.7% | -2.2% |
| 3M | -2.9% | +1.9% | -4.8% | -3.9% |
| 6M | +143.6% | -0.2% | +143.7% | +143.5% |
| YTD | +118.5% | -5.6% | +124.1% | +123.7% |
| 1Y | +129.2% | -4.7% | +133.9% | +133.6% |
| 3Y | +212.5% | +38.0% | +174.5% | +161.8% |
| 5Y | +286.9% | -2.7% | +289.6% | +276.6% |
| 10Y | +432.3% | +19.9% | +412.4% | +311.0% |
| All | +621.7% | +19.0% | +602.7% | +430.7% |
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