+548.9%
HALO vs TXG
+22.9%
+526.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -3.4% | +5.0% | -8.4% | -4.2% |
| 30D | +4.3% | +13.5% | -9.2% | +1.9% |
| 3M | +51.8% | +128.0% | -76.3% | +31.8% |
| 6M | +57.8% | +224.4% | -166.6% | +28.5% |
| YTD | +59.0% | +307.0% | -248.0% | +24.0% |
| 1Y | +41.2% | +427.2% | -386.1% | +4.3% |
| 3Y | +177.8% | +40.2% | +137.7% | +141.2% |
| 5Y | +159.5% | -64.0% | +223.5% | +168.0% |
| All | +548.9% | +22.9% | +526.0% | +478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling