+58.6%
HBAN vs TXG
+27.0%
+31.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.4% |
| 7D | -1.0% | +9.5% | -10.5% | -2.1% |
| 30D | -5.6% | +18.8% | -24.4% | -7.8% |
| 3M | -1.1% | +136.1% | -137.3% | -12.3% |
| 6M | +9.9% | +235.2% | -225.4% | -7.6% |
| YTD | -0.9% | +320.5% | -321.5% | -19.6% |
| 1Y | -1.4% | +425.2% | -426.6% | -23.1% |
| 3Y | +78.2% | +42.9% | +35.3% | +55.4% |
| 5Y | +37.0% | -62.8% | +99.8% | +28.2% |
| All | +58.6% | +27.0% | +31.6% | +11.0% |
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