+105.3%
HAL vs TXT
+10.4%
+94.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.9% | -4.8% | +7.7% | +5.7% |
| 30D | +17.0% | -10.6% | +27.7% | +24.4% |
| 3M | -9.7% | -13.2% | +3.5% | -3.0% |
| 6M | +8.6% | -20.3% | +29.0% | +21.8% |
| YTD | +33.0% | -9.3% | +42.2% | +36.8% |
| 1Y | +68.3% | -2.7% | +71.0% | +64.7% |
| 3Y | +0.1% | +1.4% | -1.3% | -7.4% |
| All | +105.3% | +10.4% | +94.9% | +71.8% |
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 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