+0.6%
HAS vs TXG
+16.0%
-15.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.8% | +1.8% | -3.6% | -2.1% |
| 30D | +2.3% | +32.0% | -29.7% | -2.3% |
| 3M | +10.4% | +87.0% | -76.7% | -0.5% |
| 6M | -3.2% | +180.1% | -183.3% | -18.6% |
| YTD | +15.4% | +284.1% | -268.7% | -8.0% |
| 1Y | +18.8% | +361.7% | -342.9% | -9.1% |
| 3Y | +43.9% | +15.9% | +28.0% | +27.6% |
| 5Y | +13.9% | -66.2% | +80.1% | +9.1% |
| All | +0.6% | +16.0% | -15.5% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling