+91.5%
HALO vs TXG
+406.9%
-315.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.9% |
| 7D | +0.2% | -19.3% | +19.5% | +2.8% |
| 30D | +20.3% | -30.9% | +51.3% | +25.5% |
| 3M | +56.6% | +41.1% | +15.5% | +45.2% |
| 6M | +101.9% | +211.9% | -110.0% | +69.3% |
| YTD | +93.7% | +314.0% | -220.3% | +57.3% |
| 1Y | +91.5% | +405.4% | -313.9% | +50.9% |
| All | +91.5% | +406.9% | -315.4% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling