+32.4%
HAS vs TXG
+16.5%
+15.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.2% |
| 7D | +3.3% | -3.7% | +6.9% | +3.6% |
| 30D | +30.5% | -22.0% | +52.5% | +34.2% |
| 3M | +29.9% | +7.4% | +22.5% | +26.4% |
| 6M | +26.5% | +191.2% | -164.7% | +4.9% |
| YTD | +51.9% | +285.7% | -233.7% | +19.3% |
| 1Y | +60.9% | +268.3% | -207.4% | +26.8% |
| 3Y | +215.0% | +77.3% | +137.7% | +159.8% |
| 5Y | +51.5% | -62.3% | +113.8% | +41.7% |
| All | +32.4% | +16.5% | +15.9% | -2.4% |
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