+153.0%
HYG vs FXI
+47.7%
+105.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -0.2% | -2.8% | +2.6% | +0.3% |
| 30D | -0.1% | -5.3% | +5.2% | +0.8% |
| 3M | +0.7% | +0.3% | +0.3% | +0.6% |
| 6M | +1.5% | -4.6% | +6.1% | +2.1% |
| YTD | +1.9% | -9.1% | +11.0% | +3.3% |
| 1Y | +3.7% | -12.0% | +15.7% | +5.5% |
| 3Y | +26.5% | +38.6% | -12.2% | +17.7% |
| 5Y | +19.0% | -6.6% | +25.5% | +16.1% |
| 10Y | +56.5% | +15.0% | +41.5% | +44.4% |
| All | +153.0% | +47.7% | +105.3% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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