-4.2%
HDB vs TXG
+27.0%
-31.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.3% | +3.5% | +6.5% |
| 7D | +0.7% | +9.5% | -8.8% | -0.3% |
| 30D | +1.0% | +18.8% | -17.8% | -1.1% |
| 3M | -2.0% | +136.1% | -138.1% | -11.9% |
| 6M | -18.1% | +235.2% | -253.3% | -29.6% |
| YTD | -36.1% | +320.5% | -356.7% | -46.8% |
| 1Y | -34.0% | +425.2% | -459.2% | -47.1% |
| 3Y | -26.7% | +42.9% | -69.6% | -32.7% |
| 5Y | -33.9% | -62.8% | +28.9% | -29.3% |
| All | -4.2% | +27.0% | -31.2% | -23.8% |
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