-19.1%
HAL vs TXT
+115.3%
-134.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.5% |
| 7D | -7.9% | -3.5% | -4.4% | -5.5% |
| 30D | -2.1% | +15.2% | -17.2% | -12.5% |
| 3M | +0.4% | -4.5% | +4.9% | +2.3% |
| 6M | -19.2% | -6.1% | -13.1% | -17.8% |
| YTD | +14.4% | -2.0% | +16.3% | +10.9% |
| 1Y | +18.0% | +4.2% | +13.8% | +9.1% |
| 3Y | -9.7% | +14.4% | -24.1% | -24.4% |
| 5Y | +40.1% | +12.3% | +27.8% | +15.1% |
| 10Y | -19.1% | +101.8% | -120.9% | -54.4% |
| All | -19.1% | +115.3% | -134.5% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling