-19.4%
HUT vs FXI
-2.8%
-16.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | -10.9% | +3.7% | -14.6% | -15.0% |
| 30D | -32.6% | +0.5% | -33.1% | -33.8% |
| 3M | -33.7% | -5.7% | -28.0% | -31.2% |
| 6M | -42.3% | -6.9% | -35.4% | -39.6% |
| YTD | +23.6% | -9.5% | +33.0% | +35.9% |
| 1Y | +20.4% | -14.0% | +34.4% | +38.5% |
| 3Y | +423.2% | +44.5% | +378.7% | +281.4% |
| 5Y | -19.4% | -2.8% | -16.6% | +9.1% |
| All | -19.4% | -2.8% | -16.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling