+114.2%
HAL vs TXG
+16.0%
+98.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +2.9% | +1.8% | +1.1% | +2.7% |
| 30D | +17.0% | +32.0% | -15.0% | +13.2% |
| 3M | -9.7% | +87.0% | -96.7% | -16.8% |
| 6M | +8.6% | +180.1% | -171.4% | -5.6% |
| YTD | +33.0% | +284.1% | -251.1% | +10.5% |
| 1Y | +68.3% | +361.7% | -293.4% | +34.8% |
| 3Y | +0.1% | +15.9% | -15.8% | -9.6% |
| 5Y | +102.6% | -66.2% | +168.8% | +104.9% |
| All | +114.2% | +16.0% | +98.2% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling