+36.6%
FXI vs HALO
+178.1%
-141.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.9% | -2.7% | -1.2% | -3.7% |
| 30D | -2.1% | +5.3% | -7.4% | -2.5% |
| 3M | -0.5% | +51.6% | -52.0% | -3.8% |
| 6M | -4.5% | +61.3% | -65.8% | -8.3% |
| YTD | -9.2% | +59.3% | -68.5% | -12.8% |
| 1Y | -13.8% | +38.3% | -52.0% | -16.4% |
| 3Y | +36.6% | +185.9% | -149.3% | +17.6% |
| All | +36.6% | +178.1% | -141.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 3y: compounded portfolio wealth divided by compounded HALO 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…
3y analysis · Full analysis span regression · 6 months rolling