+6.0%
HDB vs TXG
+7.8%
-1.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +2.7% | -1.8% | +4.6% | +2.9% |
| 30D | +14.1% | -20.4% | +34.5% | +16.1% |
| 3M | +11.8% | +0.1% | +11.7% | +10.0% |
| 6M | +8.2% | +176.2% | -168.0% | -6.1% |
| YTD | -29.3% | +256.8% | -286.1% | -40.9% |
| 1Y | -28.8% | +255.9% | -284.7% | -40.6% |
| 3Y | -7.5% | +60.2% | -67.7% | -18.0% |
| 5Y | -23.1% | -65.1% | +42.0% | -18.5% |
| All | +6.0% | +7.8% | -1.7% | -15.3% |
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