-7.7%
HDB vs TXG
+21.5%
-29.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -3.5% |
| 7D | -2.0% | +9.4% | -11.4% | -3.0% |
| 30D | -4.9% | +26.1% | -30.9% | -7.6% |
| 3M | -2.3% | +124.8% | -127.1% | -11.7% |
| 6M | -23.7% | +215.2% | -239.0% | -34.0% |
| YTD | -38.5% | +302.2% | -340.7% | -48.5% |
| 1Y | -36.5% | +370.9% | -407.4% | -48.4% |
| 3Y | -28.5% | +38.5% | -67.0% | -34.2% |
| 5Y | -37.4% | -64.4% | +27.0% | -32.7% |
| All | -7.7% | +21.5% | -29.2% | -26.2% |
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