+60.9%
HAS vs TXG
+300.4%
-239.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.0% |
| 7D | +3.3% | -3.7% | +6.9% | +3.5% |
| 30D | +30.5% | -22.0% | +52.5% | +32.6% |
| 3M | +29.9% | +7.4% | +22.5% | +27.6% |
| 6M | +26.5% | +191.2% | -164.7% | +12.5% |
| YTD | +51.9% | +285.7% | -233.7% | +31.1% |
| 1Y | +60.9% | +268.3% | -207.4% | +38.7% |
| All | +60.9% | +300.4% | -239.5% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling