+57.9%
HD vs TXG
+24.6%
+33.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | -1.8% | +9.1% | -11.0% | -2.8% |
| 30D | -10.8% | +14.9% | -25.7% | -12.4% |
| 3M | -2.7% | +120.0% | -122.6% | -12.1% |
| 6M | -10.3% | +221.8% | -232.1% | -23.0% |
| YTD | -7.8% | +312.6% | -320.4% | -23.5% |
| 1Y | -23.1% | +398.4% | -421.6% | -38.4% |
| 3Y | +2.0% | +42.1% | -40.1% | -8.5% |
| 5Y | +6.2% | -63.5% | +69.7% | +3.1% |
| All | +57.9% | +24.6% | +33.2% | +27.4% |
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