+62.8%
HAL vs TXG
+392.4%
-329.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.9% |
| 7D | -3.3% | +5.0% | -8.3% | -3.1% |
| 30D | +7.2% | +13.5% | -6.3% | +7.7% |
| 3M | -8.8% | +128.0% | -136.8% | -6.1% |
| 6M | +3.0% | +224.4% | -221.5% | +5.4% |
| YTD | +29.4% | +307.0% | -277.6% | +32.2% |
| 1Y | +62.8% | +427.2% | -364.4% | +67.6% |
| All | +62.8% | +392.4% | -329.6% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling