+9.2%
HBAN vs TXG
+406.9%
-397.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.2% | +1.1% |
| 7D | +2.3% | -19.3% | +21.5% | +3.6% |
| 30D | +5.0% | -30.9% | +36.0% | +7.2% |
| 3M | -7.6% | +41.1% | -48.7% | -10.9% |
| 6M | +1.3% | +211.9% | -210.6% | -9.9% |
| YTD | -4.7% | +314.0% | -318.7% | -17.7% |
| 1Y | +9.2% | +405.4% | -396.2% | -7.2% |
| All | +9.2% | +406.9% | -397.7% | -7.2% |
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