-100.0%
FXHO vs SPY
+67.4%
-167.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.3% | -14.5% | -14.5% |
| 7D | -11.8% | -2.7% | -9.1% | -9.0% |
| 30D | -53.7% | -5.4% | -48.3% | -50.8% |
| 3M | -49.7% | -4.1% | -45.6% | -47.2% |
| 6M | -47.9% | +0.7% | -48.6% | -46.9% |
| YTD | -90.0% | +8.7% | -98.7% | -90.6% |
| 1Y | -97.8% | +10.9% | -108.7% | -98.0% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +67.4% | -167.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling