+59.2%
HAL vs TXG
-65.2%
+124.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +3.3% |
| 7D | +6.1% | -1.8% | +7.9% | +6.2% |
| 30D | +2.9% | -20.4% | +23.3% | +4.6% |
| 3M | +3.3% | +0.1% | +3.3% | +2.3% |
| 6M | -16.9% | +176.2% | -193.1% | -26.4% |
| YTD | +21.2% | +256.8% | -235.6% | +3.2% |
| 1Y | +27.5% | +255.9% | -228.4% | +8.3% |
| 3Y | -6.4% | +60.2% | -66.7% | -18.9% |
| All | +59.2% | -65.2% | +124.3% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling