+107.1%
HAL vs TXG
+27.0%
+80.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -4.0% | -1.0% |
| 7D | -3.3% | +9.5% | -12.8% | -4.3% |
| 30D | +8.2% | +18.8% | -10.6% | +6.0% |
| 3M | -9.4% | +136.1% | -145.6% | -18.8% |
| 6M | +0.6% | +235.2% | -234.6% | -14.4% |
| YTD | +28.6% | +320.5% | -292.0% | +5.8% |
| 1Y | +63.9% | +425.2% | -361.3% | +29.4% |
| 3Y | -7.1% | +42.9% | -50.0% | -18.2% |
| 5Y | +102.3% | -62.8% | +165.1% | +102.4% |
| All | +107.1% | +27.0% | +80.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling