-8.4%
FXI vs HIG
+110.6%
-119.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -4.2% | +2.6% | -6.8% | -4.7% |
| 30D | -1.1% | +4.2% | -5.3% | -2.0% |
| 3M | -4.0% | +0.2% | -4.2% | -4.1% |
| 6M | -11.8% | +4.6% | -16.4% | -13.0% |
| YTD | -11.9% | +1.1% | -13.0% | -12.5% |
| 1Y | -16.1% | +4.7% | -20.8% | -17.4% |
| 3Y | +38.8% | +95.5% | -56.7% | +12.2% |
| All | -8.4% | +110.6% | -119.0% | -29.0% |
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