+595.7%
HAL vs TXT
+2,070.1%
-1,474.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.9% | -4.8% | +7.7% | +5.1% |
| 30D | +17.0% | -10.6% | +27.7% | +22.7% |
| 3M | -9.7% | -13.2% | +3.5% | -4.5% |
| 6M | +8.6% | -20.3% | +29.0% | +18.4% |
| YTD | +33.0% | -9.3% | +42.2% | +36.7% |
| 1Y | +68.3% | -2.7% | +71.0% | +67.3% |
| 3Y | +0.1% | +1.4% | -1.3% | -2.6% |
| 5Y | +102.6% | +9.6% | +93.1% | +89.5% |
| 10Y | +3.8% | +94.9% | -91.1% | -21.3% |
| All | +595.7% | +2,070.1% | -1,474.3% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling