+243.8%
HPQ vs FXI
+17.1%
+226.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.2% |
| 7D | +9.8% | -3.9% | +13.6% | +11.6% |
| 30D | +22.4% | -2.1% | +24.5% | +23.5% |
| 3M | +45.2% | -0.5% | +45.6% | +45.3% |
| 6M | +96.4% | -4.5% | +101.0% | +99.7% |
| YTD | +65.4% | -9.2% | +74.6% | +71.3% |
| 1Y | +31.6% | -13.8% | +45.4% | +39.3% |
| 3Y | +37.0% | +36.6% | +0.5% | +14.2% |
| 5Y | +53.0% | -6.7% | +59.7% | +51.5% |
| All | +243.8% | +17.1% | +226.8% | +200.7% |
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 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