+110.0%
HAL vs TXG
-64.5%
+174.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.4% |
| 3M | -8.7% | +124.8% | -133.5% | -16.1% |
| 6M | +9.0% | +215.2% | -206.2% | -4.1% |
| YTD | +32.0% | +302.2% | -270.2% | +12.6% |
| 1Y | +72.5% | +370.9% | -298.5% | +43.0% |
| 3Y | -4.5% | +38.5% | -43.1% | -15.2% |
| All | +110.0% | -64.5% | +174.5% | +79.2% |
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