-4.6%
HAL vs TXG
+37.5%
-42.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.1% |
| 7D | +0.5% | +9.4% | -8.9% | -0.3% |
| 30D | +15.9% | +26.1% | -10.1% | +13.6% |
| 3M | -8.7% | +124.8% | -133.5% | -15.7% |
| 6M | +9.0% | +215.2% | -206.2% | -3.8% |
| YTD | +32.0% | +302.2% | -270.2% | +12.7% |
| 1Y | +72.5% | +370.9% | -298.5% | +42.7% |
| All | -4.6% | +37.5% | -42.1% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling