+8.5%
HD vs TXG
-63.5%
+72.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.2% |
| 7D | -1.2% | -8.1% | +6.9% | -0.4% |
| 30D | +20.9% | -17.5% | +38.4% | +22.6% |
| 3M | -0.2% | +6.1% | -6.3% | -2.6% |
| 6M | +14.5% | +202.7% | -188.2% | -3.0% |
| YTD | +4.3% | +280.4% | -276.1% | -14.8% |
| 1Y | -3.5% | +274.0% | -277.5% | -21.3% |
| 3Y | +30.1% | +74.9% | -44.8% | +12.1% |
| 5Y | +8.5% | -63.0% | +71.5% | -2.4% |
| All | +8.5% | -63.5% | +72.0% | -2.4% |
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 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