-99.8%
FXHO vs SPY
+18.8%
-118.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.7% |
| 7D | +11.8% | -0.4% | +12.1% | +12.0% |
| 30D | +44.4% | -1.4% | +45.8% | +45.9% |
| 3M | +33.5% | +3.7% | +29.8% | +32.4% |
| 6M | -53.5% | +13.0% | -66.5% | -49.5% |
| YTD | -73.9% | +12.4% | -86.3% | -71.5% |
| 1Y | -99.8% | +18.5% | -118.3% | -99.7% |
| All | -99.8% | +18.8% | -118.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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