+497.6%
HAL vs TXT
+2,193.3%
-1,695.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.6% |
| 7D | -12.0% | -2.5% | -9.5% | -11.1% |
| 30D | +0.3% | +14.4% | -14.1% | -6.0% |
| 3M | -1.6% | -4.9% | +3.3% | -0.2% |
| 6M | -20.5% | -10.2% | -10.3% | -17.8% |
| YTD | +14.2% | -4.1% | +18.3% | +13.9% |
| 1Y | +18.9% | +4.0% | +14.9% | +14.3% |
| 3Y | -13.7% | +8.0% | -21.7% | -18.7% |
| 5Y | +42.2% | +8.4% | +33.7% | +32.7% |
| 10Y | -16.7% | +116.6% | -133.3% | -39.8% |
| All | +497.6% | +2,193.3% | -1,695.7% | +84.4% |
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 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