+59.2%
HAL vs TXT
+8.5%
+50.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.5% |
| 7D | +6.1% | +0.1% | +6.0% | +5.9% |
| 30D | +2.9% | +13.3% | -10.5% | -4.7% |
| 3M | +3.3% | -5.0% | +8.3% | +5.4% |
| 6M | -16.9% | -8.4% | -8.5% | -14.3% |
| YTD | +21.2% | -4.0% | +25.2% | +19.8% |
| 1Y | +27.5% | +2.8% | +24.8% | +20.5% |
| 3Y | -6.4% | +10.3% | -16.7% | -18.3% |
| All | +59.2% | +8.5% | +50.6% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling