+57.4%
HBAN vs TXG
+22.9%
+34.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -1.9% | +5.0% | -6.9% | -2.6% |
| 30D | -5.9% | +13.5% | -19.4% | -7.5% |
| 3M | +0.2% | +128.0% | -127.8% | -10.7% |
| 6M | +6.6% | +224.4% | -217.8% | -9.9% |
| YTD | -1.7% | +307.0% | -308.7% | -19.9% |
| 1Y | -1.7% | +427.2% | -429.0% | -23.4% |
| 3Y | +74.9% | +40.2% | +34.7% | +52.9% |
| 5Y | +36.0% | -64.0% | +100.0% | +27.7% |
| All | +57.4% | +22.9% | +34.5% | +10.6% |
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