+246.4%
HCA vs TXG
+24.6%
+221.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.4% | +4.7% |
| 7D | +4.9% | +9.1% | -4.2% | +4.2% |
| 30D | +1.9% | +14.9% | -13.0% | +0.6% |
| 3M | +12.7% | +120.0% | -107.2% | +4.6% |
| 6M | -22.3% | +221.8% | -244.2% | -30.9% |
| YTD | -9.3% | +312.6% | -321.9% | -21.7% |
| 1Y | +2.7% | +398.4% | -395.7% | -13.8% |
| 3Y | +57.8% | +42.1% | +15.7% | +48.3% |
| 5Y | +70.3% | -63.5% | +133.8% | +75.6% |
| All | +246.4% | +24.6% | +221.8% | +176.7% |
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