-1.0%
HL vs TXG
+228.4%
-229.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.9% |
| 7D | +0.4% | +9.1% | -8.8% | -3.1% |
| 30D | +18.8% | +14.9% | +3.9% | +12.6% |
| 3M | +43.7% | +120.0% | -76.3% | +11.1% |
| 6M | -1.0% | +221.8% | -222.9% | -28.9% |
| All | -1.0% | +228.4% | -229.5% | -28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling