+77.3%
HD vs TXG
+7.8%
+69.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.3% |
| 7D | +1.5% | -1.8% | +3.4% | +1.7% |
| 30D | +18.0% | -20.4% | +38.4% | +20.1% |
| 3M | +2.8% | +0.1% | +2.7% | +1.1% |
| 6M | +17.0% | +176.2% | -159.2% | +1.0% |
| YTD | +3.5% | +256.8% | -253.2% | -13.9% |
| 1Y | -2.6% | +255.9% | -258.5% | -19.3% |
| 3Y | +30.7% | +60.2% | -29.5% | +13.9% |
| 5Y | +6.2% | -65.1% | +71.3% | +2.6% |
| All | +77.3% | +7.8% | +69.5% | +43.4% |
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 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