+2,492.7%
HALO vs TXT
+247.8%
+2,244.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.6% | -4.8% | +9.4% | +6.5% |
| 30D | +31.8% | -10.6% | +42.4% | +37.6% |
| 3M | +53.9% | -13.2% | +67.1% | +61.8% |
| 6M | +57.4% | -20.3% | +77.7% | +70.5% |
| YTD | +63.7% | -9.3% | +73.0% | +67.7% |
| 1Y | +50.1% | -2.7% | +52.8% | +49.2% |
| 3Y | +157.3% | +1.4% | +156.0% | +148.1% |
| 5Y | +161.0% | +9.6% | +151.4% | +140.1% |
| 10Y | +1,018.7% | +94.9% | +923.8% | +648.3% |
| All | +2,492.7% | +247.8% | +2,244.9% | +1,270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling