+1.2%
HAL vs TXT
+98.4%
-97.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +15.9% | -11.1% | +27.0% | +25.9% |
| 3M | -8.7% | -13.0% | +4.3% | -0.3% |
| 6M | +9.0% | -16.2% | +25.2% | +20.8% |
| YTD | +32.0% | -8.7% | +40.7% | +36.5% |
| 1Y | +72.5% | -3.8% | +76.2% | +70.3% |
| 3Y | -4.5% | +5.5% | -10.1% | -14.3% |
| 5Y | +109.7% | +12.3% | +97.4% | +72.9% |
| 10Y | +1.2% | +97.4% | -96.2% | -43.8% |
| All | +1.2% | +98.4% | -97.2% | -43.8% |
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