+165.5%
HIG vs TXG
+22.9%
+142.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.2% |
| 7D | -2.3% | +5.0% | -7.3% | -2.5% |
| 30D | -1.2% | +13.5% | -14.7% | -1.8% |
| 3M | +6.3% | +128.0% | -121.7% | +2.2% |
| 6M | +0.6% | +224.4% | -223.9% | -5.2% |
| YTD | +0.6% | +307.0% | -306.4% | -6.4% |
| 1Y | +6.1% | +427.2% | -421.1% | -3.0% |
| 3Y | +102.0% | +40.2% | +61.8% | +93.4% |
| 5Y | +119.2% | -64.0% | +183.2% | +113.0% |
| All | +165.5% | +22.9% | +142.6% | +121.6% |
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