+495.5%
HPQ vs FXI
+200.0%
+295.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.2% | -4.2% | +7.4% | +5.0% |
| 30D | -3.6% | -1.1% | -2.5% | -3.3% |
| 3M | -5.3% | -4.0% | -1.3% | -3.9% |
| 6M | +41.1% | -11.8% | +53.0% | +47.9% |
| YTD | +36.9% | -11.9% | +48.8% | +43.0% |
| 1Y | +23.5% | -16.1% | +39.6% | +31.7% |
| 3Y | +19.6% | +38.8% | -19.2% | +0.1% |
| 5Y | +11.4% | -9.1% | +20.5% | +7.4% |
| 10Y | +160.6% | +18.4% | +142.2% | +123.0% |
| All | +495.5% | +200.0% | +295.4% | +250.3% |
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