-6.0%
FXI vs USHY
+50.4%
-56.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.0% |
| 7D | -2.8% | -0.1% | -2.6% | -2.6% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | +0.3% | +0.8% | -0.5% | -0.9% |
| 6M | -4.6% | +1.9% | -6.5% | -7.1% |
| YTD | -9.1% | +2.3% | -11.3% | -11.8% |
| 1Y | -12.0% | +4.1% | -16.1% | -16.8% |
| 3Y | +38.6% | +27.8% | +10.9% | -1.1% |
| 5Y | -6.6% | +21.5% | -28.1% | -28.0% |
| All | -6.0% | +50.4% | -56.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 all: compounded portfolio wealth divided by compounded USHY 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…
all analysis · Full analysis span regression · 6 months rolling