-3.4%
HAL vs FXI
+43.0%
-46.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | +17.0% | -0.6% | +17.6% | +17.2% |
| 3M | -9.7% | +1.9% | -11.6% | -10.1% |
| 6M | +8.6% | -0.2% | +8.8% | +8.3% |
| YTD | +33.0% | -5.6% | +38.6% | +34.4% |
| 1Y | +68.3% | -4.7% | +73.0% | +69.5% |
| All | -3.4% | +43.0% | -46.4% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling