+31.6%
HPQ vs FXI
-12.5%
+44.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.3% |
| 7D | +9.8% | -3.9% | +13.6% | +11.1% |
| 30D | +22.4% | -2.1% | +24.5% | +23.2% |
| 3M | +45.2% | -0.5% | +45.6% | +45.1% |
| 6M | +96.4% | -4.5% | +101.0% | +98.1% |
| YTD | +65.4% | -9.2% | +74.6% | +69.2% |
| 1Y | +31.6% | -13.8% | +45.4% | +35.8% |
| All | +31.6% | -12.5% | +44.1% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling