-7.0%
FXI vs HIG
+118.8%
-125.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.8% | -2.3% | -0.5% | -2.3% |
| 30D | -3.7% | -1.2% | -2.5% | -3.4% |
| 3M | -0.4% | +6.3% | -6.7% | -1.9% |
| 6M | -5.4% | +0.6% | -6.0% | -5.8% |
| YTD | -9.6% | +0.6% | -10.2% | -10.1% |
| 1Y | -11.9% | +6.1% | -18.0% | -13.7% |
| 3Y | +37.8% | +102.0% | -64.1% | +9.7% |
| 5Y | -7.0% | +119.2% | -126.3% | -29.4% |
| All | -7.0% | +118.8% | -125.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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