+50.1%
HALO vs TXT
-1.0%
+51.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +4.6% | -4.8% | +9.4% | +5.2% |
| 30D | +31.8% | -10.6% | +42.4% | +33.8% |
| 3M | +53.9% | -13.2% | +67.1% | +56.2% |
| 6M | +57.4% | -20.3% | +77.7% | +60.0% |
| YTD | +63.7% | -9.3% | +73.0% | +64.1% |
| 1Y | +50.1% | -2.7% | +52.8% | +48.3% |
| All | +50.1% | -1.0% | +51.1% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling