+974.6%
HL vs TXG
+27.0%
+947.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -2.0% |
| 7D | -4.4% | +9.5% | -13.8% | -6.4% |
| 30D | +9.3% | +18.8% | -9.5% | +5.2% |
| 3M | +32.0% | +136.1% | -104.1% | +8.7% |
| 6M | -6.4% | +235.2% | -241.7% | -29.2% |
| YTD | +3.1% | +320.5% | -317.4% | -25.4% |
| 1Y | +77.6% | +425.2% | -347.6% | +21.4% |
| 3Y | +392.8% | +42.9% | +349.9% | +314.6% |
| 5Y | +234.1% | -62.8% | +296.9% | +228.9% |
| All | +974.6% | +27.0% | +947.6% | +631.2% |
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 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