+25.0%
HL vs TXG
+406.9%
-381.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.4% | +9.8% | +12.0% |
| 7D | +0.2% | -19.3% | +19.5% | +7.4% |
| 30D | -12.1% | -30.9% | +18.8% | -1.8% |
| 3M | -2.8% | +41.1% | -43.9% | -17.3% |
| 6M | -14.9% | +211.9% | -226.8% | -44.5% |
| YTD | -22.0% | +314.0% | -336.0% | -51.8% |
| 1Y | +25.0% | +405.4% | -380.4% | -25.0% |
| All | +25.0% | +406.9% | -381.9% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling