+185.3%
HALO vs TXT
+4.6%
+180.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | +4.3% | -10.2% | +14.5% | +7.8% |
| 3M | +51.8% | -13.3% | +65.0% | +58.1% |
| 6M | +57.8% | -14.4% | +72.1% | +64.6% |
| YTD | +59.0% | -9.1% | +68.1% | +61.1% |
| 1Y | +41.2% | -2.2% | +43.3% | +38.5% |
| All | +185.3% | +4.6% | +180.7% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling