+3.1%
HD vs TXG
+31.6%
-28.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -2.8% |
| 7D | -1.2% | +9.4% | -10.5% | -2.1% |
| 30D | -11.1% | +26.1% | -37.2% | -13.4% |
| 3M | +2.0% | +124.8% | -122.8% | -7.0% |
| 6M | -10.5% | +215.2% | -225.7% | -21.6% |
| YTD | -6.9% | +302.2% | -309.1% | -20.7% |
| 1Y | -23.2% | +370.9% | -394.1% | -36.3% |
| 3Y | +3.1% | +38.5% | -35.4% | -3.9% |
| All | +3.1% | +31.6% | -28.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling