+162.6%
HALO vs TXT
+8.5%
+154.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.2% | +0.1% | -3.4% | -3.3% |
| 30D | -14.2% | +13.3% | -27.5% | -18.3% |
| 3M | -0.4% | -5.0% | +4.6% | +1.2% |
| 6M | +43.2% | -8.4% | +51.6% | +46.9% |
| YTD | +49.0% | -4.0% | +53.0% | +48.3% |
| 1Y | +40.8% | +2.8% | +38.1% | +36.0% |
| 3Y | +167.4% | +10.3% | +157.1% | +144.2% |
| All | +162.6% | +8.5% | +154.0% | +134.6% |
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