+161.6%
HALO vs TXT
+14.1%
+147.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.7% |
| 7D | -2.7% | +2.5% | -5.2% | -3.6% |
| 30D | +5.3% | -8.9% | +14.2% | +9.0% |
| 3M | +51.6% | -13.6% | +65.1% | +59.7% |
| 6M | +61.3% | -13.1% | +74.3% | +68.8% |
| YTD | +59.3% | -7.0% | +66.3% | +61.0% |
| 1Y | +38.3% | -1.4% | +39.7% | +35.8% |
| 3Y | +185.9% | +7.0% | +178.9% | +164.9% |
| All | +161.6% | +14.1% | +147.5% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling