-100.0%
FXHO vs SPY
+80.4%
-180.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.4% |
| 7D | +13.5% | +0.1% | +13.4% | +13.3% |
| 30D | +25.9% | +0.1% | +25.8% | +25.6% |
| 3M | +12.2% | +2.0% | +10.2% | +10.8% |
| 6M | -61.1% | +13.0% | -74.1% | -64.2% |
| YTD | -76.9% | +13.5% | -90.4% | -79.1% |
| 1Y | -99.8% | +20.0% | -119.7% | -99.8% |
| All | -100.0% | +80.4% | -180.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling