+209.9%
FXI vs HALO
+4,989.6%
-4,779.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -2.8% | -2.1% | -0.7% | -2.5% |
| 30D | -5.3% | +4.6% | -10.0% | -6.0% |
| 3M | +0.3% | +50.2% | -49.9% | -6.3% |
| 6M | -4.6% | +57.6% | -62.2% | -11.7% |
| YTD | -9.1% | +59.6% | -68.7% | -16.2% |
| 1Y | -12.0% | +41.2% | -53.1% | -17.4% |
| 3Y | +38.6% | +178.9% | -140.2% | +13.1% |
| 5Y | -6.6% | +160.1% | -166.7% | -24.5% |
| 10Y | +15.0% | +967.5% | -952.5% | -30.8% |
| All | +209.9% | +4,989.6% | -4,779.7% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling