+420.1%
HUT vs FXI
-8.7%
+428.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +4.9% |
| 7D | +17.8% | +1.0% | +16.7% | +16.8% |
| 30D | +0.8% | -0.6% | +1.4% | +1.1% |
| 3M | -26.8% | +1.9% | -28.7% | -28.0% |
| 6M | +72.6% | -0.2% | +72.7% | +74.9% |
| YTD | +103.6% | -5.6% | +109.2% | +117.9% |
| 1Y | +265.3% | -4.7% | +269.9% | +292.8% |
| 3Y | +689.4% | +38.0% | +651.4% | +516.9% |
| 5Y | +75.3% | -2.7% | +78.0% | +84.9% |
| All | +420.1% | -8.7% | +428.9% | +416.5% |
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