+228.7%
HL vs TXG
-62.8%
+291.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.1% |
| 3M | +32.0% | +136.1% | -104.1% | +8.3% |
| 6M | -6.4% | +235.2% | -241.7% | -29.5% |
| YTD | +3.1% | +320.5% | -317.4% | -25.7% |
| 1Y | +77.6% | +425.2% | -347.6% | +20.9% |
| 3Y | +392.8% | +42.9% | +349.9% | +315.9% |
| All | +228.7% | -62.8% | +291.5% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling