-3.3%
HAS vs TXG
+24.6%
-27.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | -4.8% | +9.1% | -14.0% | -6.1% |
| 30D | -5.1% | +14.9% | -20.0% | -7.3% |
| 3M | +6.4% | +120.0% | -113.6% | -6.3% |
| 6M | -5.6% | +221.8% | -227.5% | -22.3% |
| YTD | +11.0% | +312.6% | -301.6% | -12.5% |
| 1Y | +16.8% | +398.4% | -381.7% | -11.7% |
| 3Y | +44.0% | +42.1% | +2.0% | +24.0% |
| 5Y | +11.0% | -63.5% | +74.4% | +5.1% |
| All | -3.3% | +24.6% | -27.9% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling