+72.8%
HCA vs TXG
-62.8%
+135.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -2.0% | +1.1% |
| 7D | +5.4% | +9.5% | -4.1% | +4.7% |
| 30D | +3.0% | +18.8% | -15.8% | +1.6% |
| 3M | +13.0% | +136.1% | -123.1% | +5.2% |
| 6M | -20.3% | +235.2% | -255.5% | -28.4% |
| YTD | -8.2% | +320.5% | -328.8% | -19.7% |
| 1Y | +6.7% | +425.2% | -418.5% | -9.4% |
| 3Y | +60.4% | +42.9% | +17.5% | +54.6% |
| All | +72.8% | -62.8% | +135.6% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling